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Time-Consistent Asset Allocation for Risk Measures in a Lévy Market

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Fießinger, Felix, Stadje, Mitja
Formato:	Preprint
Publicado:	2023
Materias:	Mathematical Finance Optimization and Control 91B51, 93E20, 60G52, 49L99, 35Q91, 49J20, 46B09
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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