Optimal portfolios when stock prices follow an exponential Lévy process
| Year of publication: |
2004
|
|---|---|
| Authors: | Emmer, Susanne ; Klüppelberg, Claudia |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 8.2004, 1, p. 17-44
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