Optimal portfolio selection when stock prices follow an jump-diffusion process
Wenjing Guo; Chengming Xu
| Year of publication: |
2004
|
|---|---|
| Authors: | Guo, Wenjing ; Xu, Chengming |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 60.2004, 3, p. 485-496
|
| Subject: | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enth. in Bd. 65.2007, 3, S. 559-567 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002519857