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"Discrete Time Portfolio Selection with Lévy Processes."

Cesarino Bertini, Sergio Ortobelli Lozza, Alessandro Staino (2007)

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DOI: 10.1007/978-3-540-77226-2_103

access: closed

type: Conference or Workshop Paper

metadata version: 2022-01-03

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  dblp key:
  - conf/ideal/BertiniLS07
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Cesarino Bertini, Sergio Ortobelli Lozza, Alessandro Staino:
Discrete Time Portfolio Selection with Lévy Processes. IDEAL 2007: 1032-1041

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