Optimal portfolio selection when stock prices follow an jump-diffusion process
| Year of publication: |
2004
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|---|---|
| Authors: | Guo, Wenjing ; Xu, Chengming |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 60.2004, 3, p. 485-496
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