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
29
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