Optimal portfolio for HARA utility functions in a pure jump multidimensional incomplete market
Callegaro, Giorgia, Vargiolu, TizianoVolume:
11
Year:
2009
Language:
english
Journal:
International Journal of Risk Assessment and Management
DOI:
10.1504/ijram.2009.022204
File:
PDF, 207 KB
english, 2009