Zijun Guo. Mean-Variance Portfolio Selections in Continuous-Time Mode with Poisson Jumps. In Lean Yu, Kin Keung Lai, S. K. Mishra, editors, Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 2. pages 956-960, IEEE Computer Society, 2009. [doi]
Abstract is missing.