Optimal Portfolio Selection With Fixed Transaction Costs In The Presence Of Jumps And Random Drift
Download Optimal Portfolio Selection With Fixed Transaction Costs In The Presence Of Jumps And Random Drift full books in PDF, epub, and Kindle. Read online free Optimal Portfolio Selection With Fixed Transaction Costs In The Presence Of Jumps And Random Drift ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Related Books
Language: en
Pages: 28
Pages: 28
Type: BOOK - Published: 1996 - Publisher:
Language: en
Pages: 36
Pages: 36
Type: BOOK - Published: 2009 - Publisher:
Models with event risk (the possibility of sudden large price movements) have proven important for option pricing (e.g., Bates (1996))and optimal portfolio sele
Language: en
Pages: 38
Pages: 38
Type: BOOK - Published: 2017 - Publisher:
We derive allocation rules under isoelastic utility for a mixed jump-diffusion process in a two-asset portfolio selection problem with finite horizon in the pre
Language: en
Pages: 46
Pages: 46
Type: BOOK - Published: 2017 - Publisher:
We derive allocation rules under isoelastic utility for a mixed jump-diffusion process in a two-asset portfolio selection problem with finite horizon in the pre
Language: en
Pages: 31
Pages: 31
Type: BOOK - Published: 2008 - Publisher:
We derive the boundaries of the region of no transaction when the risky asset follows a mixed jump-diffusion process in the presence of proportional transaction