Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models

Oscar López, Rafael Serrano

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Fingerprint

Dive into the research topics of 'Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science