"Dynamic Asset Allocation with Jump-Diffusion Processes."

Yingchun Zheng, Shougang Zhang, Yunfeng Yang (2019)

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DOI: 10.1109/CIS.2019.00103

access: closed

type: Conference or Workshop Paper

metadata version: 2020-03-18

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Yingchun Zheng, Shougang Zhang, Yunfeng Yang:
Dynamic Asset Allocation with Jump-Diffusion Processes. CIS 2019: 442-446

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