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Bahareh Afhami
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Objective Function
Closed Form Solutions
Em Algorithm
Theoretical Framework
Top Venues
Appl. Math. Comput.
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Publications
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Bahareh Afhami
,
Mohsen Rezapour
,
Mohsen Madadi
,
Vahed Maroufy
A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk.
Appl. Math. Comput.
444 (2023)