A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk |
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A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (English)
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21 April 2023
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