مرکز منطقه ای اطلاع رساني علوم و فناوري - Wealth optimization in an incomplete market driven by a jump-diffusion process

Title of article :

Wealth optimization in an incomplete market driven by a jump-diffusion process

Author/Authors :

Nadine Bellamy، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2001

Pages :

From page :

259

To page :

287

Keywords :

Equivalent martingale measure , optimization problem , Portfolio , Utility function

Journal title :

Journal of Mathematical Economics

Serial Year :

2001

Journal title :

Journal of Mathematical Economics

Record number :

155790

Link To Document :