Control improvement for jump-diffusion processes with applications to finance (Q434360)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Control improvement for jump-diffusion processes with applications to finance |
scientific article; zbMATH DE number 6054138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control improvement for jump-diffusion processes with applications to finance |
scientific article; zbMATH DE number 6054138 |
Statements
Control improvement for jump-diffusion processes with applications to finance (English)
0 references
10 July 2012
0 references
jump-diffusion process
0 references
control improvement
0 references
portfolio optimization
0 references
CRRA-utility functions
0 references
