OPTIMAL INVESTMENT FOR ALL TIME HORIZONS AND MARTIN...

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OPTIMAL INVESTMENT FOR ALL TIME HORIZONS AND MARTIN BOUNDARY OF SPACE-TIME DIFFUSIONS

Nadtochiy, Sergey, Tehranchi, Michael
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Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12092
Date:
June, 2015
File:
PDF, 367 KB
english, 2015
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