Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets

DOI10.1007/11758549_45zbMath1157.91361OpenAlexW1574094285MaRDI QIDQ5301477

Aleksander Janicki

Publication date: 20 January 2009

Published in: Computational Science – ICCS 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11758549_45

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

This page was built for publication: Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets