Dynamic portfolio strategies under a fully correlated jump-diffusion process
Crossref DOI link: https://doi.org/10.1007/s10436-019-00350-3
Published Online: 2019-07-02
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Escobar-Anel, Marcos http://orcid.org/0000-0001-9691-4322
Moreno-Franco, Harold A. http://orcid.org/0000-0002-9118-6626
Text and Data Mining valid from 2019-07-02
Version of Record valid from 2019-07-02
Article History
Received: 8 May 2018
Accepted: 25 June 2019
First Online: 2 July 2019