"Optimal portfolio selection when stock prices follow an jump-diffusion ..."

Wenjing Guo, Chengming Xu (2004)

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DOI: 10.1007/S001860400365

access: closed

type: Journal Article

metadata version: 2020-09-01

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Wenjing Guo, Chengming Xu:
Optimal portfolio selection when stock prices follow an jump-diffusion process. Math. Methods Oper. Res. 60(3): 485-496 (2004)

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