Approximation for portfolio optimization in a financial...

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Approximation for portfolio optimization in a financial market with shot-noise jumps

Putyatina, Oleksandra, Sass, Jörn
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Language:
english
Journal:
Computational Management Science
DOI:
10.1007/s10287-017-0294-5
Date:
November, 2017
File:
PDF, 740 KB
english, 2017
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