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Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix.

Yi HongXing Jin
Published in: Eur. J. Oper. Res. (2018)
Keyphrases
  • diffusion models
  • optimal solution
  • diffusion model
  • social networks
  • markov chain
  • dynamic programming
  • information diffusion
  • decision making
  • web pages