Optimal portfolio strategy of wealth process: a Lévy process model-based method

DOI10.1080/00207721.2023.2301494zbMath1537.9129MaRDI QIDQ6544826

Haoran Yi, Huisheng Shu, Xuekang Zhang, Unnamed Author

Publication date: 27 May 2024

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Portfolio theory (91G10) Jump processes on discrete state spaces (60J74)

This page was built for publication: Optimal portfolio strategy of wealth process: a Lévy process model-based method