Fu Jun

Jun Fu

Information about the author Jun Fu will soon be added to the site.
Found 2 papers in total
Portfolio optimization in a regime-switching market with derivatives
Portfolio optimization in a regime-switching market with derivatives
2014
We consider the optimal asset allocation problem in a continuous‐time...
Equilibruim approach of asset pricing under Lévy process
Equilibruim approach of asset pricing under Lévy process
2012
This work considers the equilibrium approach of asset pricing for Lévy process....
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