严加安

严加安严加安
  1. 作者将严加安等的带一个跳过程的整体最优策略的结果,推广到一个广义的市场,该市场具有多个跳过程、多个风险资产。

    In this paper , We generalize the results of Yan et al results on the growth optimal portfolio in a market driven by jump-diffusion processes with multi-risky assets .