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"Optimal Consumption and Investment Strategies in a Jump-Diffusion Model."

Yunfeng Yang, Huihui Bai, Yinchun Zheng (2018)

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DOI: 10.1109/CIS2018.2018.00110

access: closed

type: Conference or Workshop Paper

metadata version: 2024-03-06

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  dblp key:
  - conf/cis/YangBZ18
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  persistent URL:
  - https://dblp.org/rec/conf/cis/YangBZ18
Yunfeng Yang, Huihui Bai, Yinchun Zheng:
Optimal Consumption and Investment Strategies in a Jump-Diffusion Model. CIS 2018: 465-468

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