M. Christensen

On the history of the Growth Optimal Portfolio Draft Version

M. Christensen, 2005 .

A General Benchmark Model for Stochastic Jump Sizes

E. Platen, M. Christensen, 2004 .

No Arbitrage and the Growth Optimal Portfolio

Kasper Larsen, M. Christensen, Morten Mosegaard Christensen, 2007 .

Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps

E. Platen, M. Christensen, 2007 .

2 The Jump Diffusion Market Model 2 . 1 The Modeling of Uncertainty

E. Platen, M. Christensen, 2005 .