Optimal Long Term Investment in a Jump Diffusion Setting: A Large Deviation Approach
No abstract is available for this item.
|Date of creation:||2006|
|Date of revision:|
|Contact details of provider:|| Postal: Coventry, CV4 7AL|
Phone: +44 (0)24 76524118
Fax: +44 (0)24 76524167
Web page: http://web.warwick.ac.uk/fac/soc/financeRepec/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:wbs:wpaper:wp06-03. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rong Leng)
If references are entirely missing, you can add them using this form.