%0 Journal Article %1 journals/amc/AfhamiRMM23 %A Afhami, Bahareh %A Rezapour, Mohsen %A Madadi, Mohsen %A Maroufy, Vahed %D 2023 %J Appl. Math. Comput. %K dblp %P 127808 %T A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk. %U http://dblp.uni-trier.de/db/journals/amc/amc444.html#AfhamiRMM23 %V 444

@article{journals/amc/AfhamiRMM23, added-at = {2023-02-06T00:00:00.000+0100}, author = {Afhami, Bahareh and Rezapour, Mohsen and Madadi, Mohsen and Maroufy, Vahed}, biburl = {https://www.bibsonomy.org/bibtex/2bf5cf3b0fd4a8c61f74c92f80c00610f/dblp}, ee = {https://doi.org/10.1016/j.amc.2022.127808}, interhash = {93e26cca8e6e569b9989aea950ff255e}, intrahash = {bf5cf3b0fd4a8c61f74c92f80c00610f}, journal = {Appl. Math. Comput.}, keywords = {dblp}, month = May, pages = 127808, timestamp = {2024-04-08T15:40:26.000+0200}, title = {A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk.}, url = {http://dblp.uni-trier.de/db/journals/amc/amc444.html#AfhamiRMM23}, volume = 444, year = 2023 }