A class of continuous-time portfolio selection with liability under jump-diffusion processes

Author: Yan Wei  

Publisher: Taylor & Francis Ltd

ISSN: 1366-5820

Source: International Journal of Control, Vol.82, Iss.12, 2009-12, pp. : 2277-2283

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract