Optimal portfolio selection when stock prices follow an jump-diffusion process

✍ Scribed by Wenjing Guo; Chengming Xu

• Publisher: Springer
• Year: 2004
• Tongue: English
• Weight: 246 KB
• Volume: 60
• Category: Article
• ISSN: 0340-9422
• DOI: 10.1007/s001860400365