A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk
| Autor: | Bahareh Afhami, Mohsen Rezapour, Mohsen Madadi, Vahed Maroufy |
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| Rok vydání: | 2023 |
| Předmět: | |
| Zdroj: | Applied Mathematics and Computation. 444:127808 |
| ISSN: | 0096-3003 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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