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1 Ergebnisse
1
Admissible Strategies in Semimartingale Portfolio Selection:
Biagini, Sara
;
Černý, Aleš
SIAM Journal on Control and Optimization. 49 (2011) 1 - p. 42-72 , 2011
Link:
https://doi.org/10.1137/090774458
RT Journal T1 <Title>Admissible Strategies in Semimartingale Portfolio Selection</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_090774458&Exemplar=1&LAN=DE A1 Biagini, Sara A1 Černý, Aleš PB Society for Industrial & Applied Mathematics (SIAM) YR 2011 SN 0363-0129 SN 1095-7138 JF SIAM Journal on Control and Optimization VO 49 IS 1 SP 42 OP 72 LK http://dx.doi.org/https://doi.org/10.1137/090774458 DO https://doi.org/10.1137/090774458 SF ELIB - SuUB Bremen
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