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- Title:
Portfolio optimization in a multivariate jump-diffusion model
- Document type:
- Working Paper
- Author(s):
- De Witte D., Mai J. and Scherer M.
- Non-TUM Co-author(s):
- Nein
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Publisher:
- forthcoming in Frontiers of Mathematical Finance
- Year:
- 2025
- Key publication:
- Nein
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
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