Portfolio selection with jumps under regime switching
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Publication:1958452
DOI10.1155/2010/697257zbMath1200.91287OpenAlexW2117056335WikidataQ58651968 ScholiaQ58651968MaRDI QIDQ1958452
Publication date: 29 September 2010
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/229402
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