A Stochastic Calculus Model of Continuous Trading: Optimal...

A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios

Stanley R. Pliska
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Volume:
11
Language:
english
Journal:
Mathematics of Operations Research
DOI:
10.2307/3689816
Date:
May, 1986
File:
PDF, 549 KB
english, 1986
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