Wealth optimization in an incomplete market driven by a jump-diffusion process
Year of publication: |
2001
|
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Authors: | Bellamy, Nadine |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 35.2001, 2, p. 259-287
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Subject: | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Theorie | Theory | Martingal | Martingale |
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