"Optimal portfolios when stock prices follow an exponential Lévy ..."

Susanne Emmer, Claudia Klüppelberg (2004)

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DOI: 10.1007/S00780-003-0105-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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Susanne Emmer, Claudia Klüppelberg:
Optimal portfolios when stock prices follow an exponential Lévy process. Finance Stochastics 8(1): 17-44 (2004)

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