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1 Ergebnisse
1
Utility Maximization of the Exponential Lévy Switching Mode..:
Dong, Y.
;
Vostrikova, L.
Theory of Probability & Its Applications. 69 (2024) 1 - p. 127-149 , 2024
Link:
https://doi.org/10.1137/s0040585x97t991799
RT Journal T1 <Title>Utility Maximization of the Exponential Lévy Switching Models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_s0040585x97t991799&Exemplar=1&LAN=DE A1 Dong, Y. A1 Vostrikova, L. PB Society for Industrial & Applied Mathematics (SIAM) YR 2024 SN 0040-585X SN 1095-7219 JF Theory of Probability & Its Applications VO 69 IS 1 SP 127 OP 149 LK http://dx.doi.org/https://doi.org/10.1137/s0040585x97t991799 DO https://doi.org/10.1137/s0040585x97t991799 SF ELIB - SuUB Bremen
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