"A Martingale Approach to Optimal Portfolios with Jump-diffusions."

Daniel Michelbrink, Huiling Le (2012)

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DOI: 10.1137/100784412

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type: Journal Article

metadata version: 2020-07-09

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Daniel Michelbrink, Huiling Le:
A Martingale Approach to Optimal Portfolios with Jump-diffusions. SIAM J. Control. Optim. 50(1): 583-599 (2012)

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