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"Better than pre-committed optimal mean-variance policy in a jump diffusion ..."

Yun Shi, Xun Li, Xiangyu Cui (2017)

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DOI: 10.1007/S00186-017-0572-6

access: closed

type: Journal Article

metadata version: 2020-03-03

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Yun Shi, Xun Li, Xiangyu Cui:
Better than pre-committed optimal mean-variance policy in a jump diffusion market. Math. Methods Oper. Res. 85(3): 327-347 (2017)

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