"Approximation for portfolio optimization in a financial market with ..."

Oleksandra Putyatina, Jörn Sass (2018)

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DOI: 10.1007/S10287-017-0294-5

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type: Journal Article

metadata version: 2026-03-24

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Oleksandra Putyatina, Jörn Sass:
Approximation for portfolio optimization in a financial market with shot-noise jumps. Comput. Manag. Sci. 15(2): 161-186 (2018)

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