Oleksandra Putyatina, Jörn Sass. Approximation for portfolio optimization in a financial market with shot-noise jumps. Comput. Manag. Science, 15(2):161-186, 2018. [doi]
@article{PutyatinaS18,
title = {Approximation for portfolio optimization in a financial market with shot-noise jumps},
author = {Oleksandra Putyatina and Jörn Sass},
year = {2018},
doi = {10.1007/s10287-017-0294-5},
url = {https://doi.org/10.1007/s10287-017-0294-5},
researchr = {https://researchr.org/publication/PutyatinaS18},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {15},
number = {2},
pages = {161-186},
}