Stop the war!
Остановите войну!
for scientists:
default search action
"Semi-analytical solutions for dynamic portfolio choice in jump-diffusion ..."
Yi Hong, Xing Jin (2018)
- Yi Hong, Xing Jin:
Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix. Eur. J. Oper. Res. 265(1): 389-398 (2018)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.