PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS

By Nicole Bäuerle, Ulrich Rieder. 2007

76 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4448b4630deebd684210ae36207b10c0eca675b6