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Q5746661 - MaRDI portal

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scientific article; zbMATH DE number 6256356
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English
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scientific article; zbMATH DE number 6256356

    Statements

    author
    Jae-Pill Oh
    0 references
    publication date
    7 February 2014
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    zbMATH Keywords
    asset model
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    jump-diffusion process
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    SDE
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    portfolio
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60H10
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    91G20
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    zbMATH DE Number
    6256356
    0 references
     
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