MDP algorithms for portfolio optimization problems in pure jump markets
| Year of publication: |
2009
|
|---|---|
| Authors: | Bäuerle, Nicole ; Rieder, Ulrich |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 13.2009, 4, p. 591-612
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