Robustness meets co-jumps: optimal consumption and portfolio choice with derivatives
Year: 2024
Type: article
Source: Quantitative Finance
Authors: Immacolata Oliva, Ilaria Stefani
Institution: Sapienza University of Rome
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder: Sapienza Università di Roma
Award: G3435390424
OpenAlex ID: W4404020870