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Portfolio Selection under Multivariate Merton Model with Correlated Jump Risk. (arXiv:2104.10240v1 [math.ST]) http://arxiv.org/abs/2104.10240
Portfolio Selection under Multivariate Merton Model with Correlated Jump Risk. (arXiv:2104.10240v1 [math.ST]) http://arxiv.org/abs/2104.10240