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Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market.
Oswaldo L. V. Costa
Andre Cury Maiali
Afonso de C. Pinto
Published in:
IEEE Trans. Autom. Control. (2010)
Keyphrases
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financial markets
portfolio selection
stock price
stock market
risk management
investment strategies
exchange rate
early warning
technical indicators
portfolio optimization
case study
financial institutions
black scholes
portfolio theory
knn
non stationary