Optimal portfolios in Lévy markets under state-dependent bounded utility functions.
Figueroa-López, José E. ; Ma, Jin
Journal of Applied Mathematics and Stochastic Analysis, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/236587
EUDML-ID : urn:eudml:doc:230684 
@article{05701576,
     title = {Optimal portfolios in L\'evy markets under state-dependent bounded utility functions.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/236587},
     zbl = {1194.91174},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05701576}
}

Figueroa-López, José E.; Ma, Jin. Optimal portfolios in Lévy markets under state-dependent bounded utility functions.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2010 (2010) . doi : 10.1155/2010/236587. http://gdmltest.u-ga.fr/item/05701576/