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Abstract and Applied Analysis
Volume 2014, Article ID 538041, 9 pages
http://dx.doi.org/10.1155/2014/538041
Research Article

Portfolio Strategy of Financial Market with Regime Switching Driven by Geometric Lévy Process

College of Information Science and Technology, Donghua University, Shanghai 201620, China

Received 18 January 2014; Accepted 24 February 2014; Published 25 March 2014

Academic Editor: Zhengguang Wu

Copyright © 2014 Liuwei Zhou and Zhijie Wang. 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.

How to Cite this Article

Liuwei Zhou and Zhijie Wang, “Portfolio Strategy of Financial Market with Regime Switching Driven by Geometric Lévy Process,” Abstract and Applied Analysis, vol. 2014, Article ID 538041, 9 pages, 2014. https://doi.org/10.1155/2014/538041.