I-Ming Jiang, Yu-Hong Liu, Sutee Pakavaleetorn. Optimal Sequential Investment Decision-Making with Jump Risk. APJOR, 39(4), 2022. [doi]
@article{JiangLP22,
title = {Optimal Sequential Investment Decision-Making with Jump Risk},
author = {I-Ming Jiang and Yu-Hong Liu and Sutee Pakavaleetorn},
year = {2022},
doi = {10.1142/S0217595921400352},
url = {https://doi.org/10.1142/S0217595921400352},
researchr = {https://researchr.org/publication/JiangLP22},
cites = {0},
citedby = {0},
journal = {APJOR},
volume = {39},
number = {4},
}