@article{amonotonenumericalintegrationmethodfor,
  title = {A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models},
  author = {Hanwen Zhang and Duy-Minh Dang},
  year = {2023},
  eprint = {2309.05977},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.05977v1},
}