Merton's Optimal Investment Problem with Jump Signals

Peter Bank, Laura Körber. Merton's Optimal Investment Problem with Jump Signals. SIAM J. Financial Math., 13(4):1302-1325, 2022. [doi]

Authors

Peter Bank

This author has not been identified. Look up 'Peter Bank' in Google

Laura Körber

This author has not been identified. Look up 'Laura Körber' in Google