Fig. 8From: Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency marketsOptimal portfolio choice in Bitcoin market as a function of the DEP using different \(\theta _{S}\), \(\theta _{N}\) and \(\theta _{V}\). The solid, dashed and dotted line represent change of ambiguity aversion with respect to price diffusion, jump and volatility diffusion while keeping the other two parameters as zero, respectivelyBack to article page