Title of article

Minimization of shortfall risk in a jump-diffusion model

Author/Authors

Yumiharu Nakano، نويسنده ,

Issue Information

فصلنامه با شماره پیاپی سال 2004

Pages

9

From page

87

To page

95

Keywords

Jump-diיusion model , Shortfall risk

Journal title

Statistics and Probability Letters

Serial Year

2004

Journal title

Statistics and Probability Letters

Record number

140271