Browsing byAuthorChristensen, MM
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2005-01-01 | A general benchmark model for stochastic jump sizes | Christensen, MM; Platen, E |
2007-01 | Sharpe Ratio Maximization and Expected Utility When Asset Prices Have Jumps | Christensen, MM; Platen, E |