Optimal portfolio for a small investor in a market model with discontinuous prices
Monique Jeanblanc-Picqué, Monique PontierVolume:
22
Language:
english
Pages:
24
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/bf01447332
Date:
July, 1990
File:
PDF, 1.06 MB
english, 1990