Cite
MLA Citation
Duy‐Minh Dang and Peter A. Forsyth. “Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach.” Numerical methods for partial differential equations, vol. 30, no. 2, n.d., pp. 664–698. http://access.bl.uk/ark:/81055/vdc_100024772850.0x000050