Portfolio choice with jumps: A closed-form solution
نویسندگان
چکیده
منابع مشابه
A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2009
ISSN: 1050-5164
DOI: 10.1214/08-aap552