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Jump-diffusion international asset allocation - MaRDI portal

Jump-diffusion international asset allocation (Q300842)

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scientific article; zbMATH DE number 6599325
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English
Jump-diffusion international asset allocation
scientific article; zbMATH DE number 6599325

    Statements

    Jump-diffusion international asset allocation (English)
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    29 June 2016
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    international asset allocation
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    jump-diffusion asset price
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    nontraded good
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    purchasing power parity
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    PPP deviation
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    inflation risk
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    exchange rate risk
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    TIPS bond
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    Identifiers