"A comonotonic approximation to optimal terminal wealth under a ..."

Bahareh Afhami et al. (2023)

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DOI: 10.1016/J.AMC.2022.127808

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type: Journal Article

metadata version: 2023-02-06

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Bahareh Afhami, Mohsen Rezapour, Mohsen Madadi, Vahed Maroufy:
A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk. Appl. Math. Comput. 444: 127808 (2023)

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