Pages that link to "Item:Q4932910"
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The following pages link to Optimal portfolio model under compound jump processes (Q4932910):
Displaying 6 items.
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Portfolio problems based on jump-diffusion models (Q2867605) (← links)
- Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (Q2979575) (← links)
- When do jumps matter for portfolio optimization? (Q4554219) (← links)
- Optimal Portfolio and Consumption Policies Subject to Rishel's Important Jump Events Model: Computational Methods (Q5273705) (← links)
- Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets (Q5301477) (← links)