Merton’s problem for an investor with a benchmark in a Barndorff-Nielsen and Shephard market
Crossref DOI link: https://doi.org/10.1186/s40064-015-0842-9
Published Online: 2015-02-24
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lennartsson, Jan
Lindberg, Carl
License valid from 2015-02-24
Article History
Received: 4 November 2014
Accepted: 21 January 2015
First Online: 24 February 2015