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- Titel:
Portfolio optimization in a multivariate jump-diffusion model
- Dokumenttyp:
- Working Paper
- Autor(en):
- De Witte D., Mai J. and Scherer M.
- Nicht-TUM Koautoren:
- Nein
- Kooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Verlag / Institution:
- forthcoming in Frontiers of Mathematical Finance
- Jahr:
- 2025
- Key publication:
- Nein
- commissioned:
- not commissioned
- Technology:
- Nein
- Interdisziplinarität:
- Nein
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