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- Title:
Optimal portfolios when stock prices follow an exponential Lévy process.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Emmer, S., Klüppelberg, C.
- Journal title:
- Finance & Stochastics
- Year:
- 2004
- Journal volume:
- 8
- Journal issue:
- 1
- Pages contribution:
- 17-44
- Language:
- en
- WWW:
- http://link.springer.com/article/10.1007%2Fs00780-003-0105-4
- Status:
- Verlagsversion / published
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX