Oleksandra Putyatina

Publication Activity (10 Years)

Years Active: 2018-2018
Publications (10 Years): 1

Top Topics

Financial Time Series

Portfolio Optimization

Portfolio Management

Top Venues

Comput. Manag. Sci.

Publications

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