OPTIMUM PORTFOLIO CHOICE FOR A CLASS OF JUMP STOCHASTIC MODELS
Cajueiro, D.O., Yoneyama, T.Volume:
35
Year:
2002
Language:
english
Journal:
IFAC Proceedings Volumes
DOI:
10.3182/20020721-6-es-1901.01418
File:
PDF, 154 KB
english, 2002