On a Free Boundary Problem that Arises in Portfolio...

Philosophical Transactions Mathematical Physical & Engineering Sciences 1994 / 06 Vol. 347; Iss. 1684

On a Free Boundary Problem that Arises in Portfolio Management

Pliska, S. R., Selby, M. J. P.
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Volume:
347
Journal:
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
DOI:
10.1098/rsta.1994.0065
Date:
June, 1994
File:
PDF, 768 KB
1994
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