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• W2349387584 abstract "When the important things occurs,the stock price will be discontinuous jumps and generally be considered as jump-diffusion model. Based on the idea of stochastic differential game,a portfolio optimization model is established with two people competition. While the stock price subject to the jump-diffusion process,the Ito formula and functional variational method are used to study the issues of optimal portfolio strategy with a investment competition for the logarithmic utility function and get explicit solutions." @default.
• W2349387584 created "2016-06-24" @default.
• W2349387584 creator A5087877093 @default.
• W2349387584 date "2015-01-01" @default.
• W2349387584 modified "2023-09-24" @default.
• W2349387584 title "Researches on Problem of Portfolio Optimization for Price of Stocks with Jump-diffusion Processes" @default.
• W2349387584 hasPublicationYear "2015" @default.
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