Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
| Year of publication: |
2013
|
|---|---|
| Authors: | Jin, Xing ; Zhang, Kun |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 5, p. 1733-1746
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