Portfolio selection with jumps under regime switching.
Zhao, Lin
Journal of Applied Mathematics and Stochastic Analysis, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/697257
EUDML-ID : urn:eudml:doc:229402 
@article{05793396,
     title = {Portfolio selection with jumps under regime switching.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/697257},
     zbl = {1200.91287},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05793396}
}

Zhao, Lin. Portfolio selection with jumps under regime switching.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2010 (2010) . doi : 10.1155/2010/697257. http://gdmltest.u-ga.fr/item/05793396/