Portfolio selection with jumps under regime switching.
International Journal of Stochastic Analysis (2010)
- Volume: 2010, page Article ID 697257, 22 p.-Article ID 697257, 22 p.
- ISSN: 2090-3332
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topZhao, Lin. "Portfolio selection with jumps under regime switching.." International Journal of Stochastic Analysis 2010 (2010): Article ID 697257, 22 p.-Article ID 697257, 22 p.. <http://eudml.org/doc/229402>.
@article{Zhao2010,
author = {Zhao, Lin},
journal = {International Journal of Stochastic Analysis},
language = {eng},
pages = {Article ID 697257, 22 p.-Article ID 697257, 22 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Portfolio selection with jumps under regime switching.},
url = {http://eudml.org/doc/229402},
volume = {2010},
year = {2010},
}
TY - JOUR
AU - Zhao, Lin
TI - Portfolio selection with jumps under regime switching.
JO - International Journal of Stochastic Analysis
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 697257, 22 p.
EP - Article ID 697257, 22 p.
LA - eng
UR - http://eudml.org/doc/229402
ER -
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