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- W2365150685 abstract "Maximum of wealth under assumption that the stock price follows a diffusion with jumps is discussed.It is proved that the existence of an optimal portfolio and unique equivalent martingale measure by the stochastic analysis method.The optimal wealth,the value function and the optimal portfolio are given.The validity of the method is also extended to the incomplete market conditions." @default.
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- W2365150685 date "2012-01-01" @default.
- W2365150685 modified "2023-09-28" @default.
- W2365150685 title "The Study on Wealth Optimization in the Incomplete Market" @default.
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