Optimal portfolios when stock prices follow an exponential Lévy process

✍ Scribed by Susanne Emmer; Claudia Klüppelberg

• Publisher: Springer-Verlag
• Year: 2004
• Tongue: English
• Weight: 281 KB
• Volume: 8
• Category: Article
• ISSN: 0949-2984
• DOI: 10.1007/s00780-003-0105-4