Portofolio optimization with jumps and unobservable intensity process
Nicole Bäuerle; Ulrich Rieder
| Year of publication: |
2007
|
|---|---|
| Authors: | Bäuerle, Nicole ; Rieder, Ulrich |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 17.2007, 2, p. 205-224
|
| Subject: | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003543121