Forward Backward Semimartingale Systems for Utility Maximization
Santacroce, Marina, Trivellato, BarbaraТом:
52
Мова:
english
Журнал:
SIAM Journal on Control and Optimization
DOI:
10.1137/130941778
Date:
January, 2014
Файл:
PDF, 314 KB
english, 2014