International Journal of Stochastic Analysis
Volume 2010 (2010), Article ID 236587, 27 pages
doi:10.1155/2010/236587
Research Article
Optimal Portfolios in Lévy Markets under State-Dependent Bounded Utility Functions
1Department of Statistics, Purdue University, West Lafayette, IN 47906, USA
2Department of Mathematics, University of Southern California, Los Angeles, CA 90089, USA
Received 18 August 2009; Accepted 28 January 2010
Academic Editor: Vo V. Anh
Copyright © 2010 José E. Figueroa-López and Jin Ma. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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