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Optimal growth rate in random trade time - MaRDI portal

Optimal growth rate in random trade time (Q3400020)

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Optimal growth rate in random trade time
scientific article

    Statements

    title
    Optimal growth rate in random trade time (English)
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    author
    Koichi Matsumoto
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    publication date
    18 January 2010
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    zbMATH Keywords
    liquidity
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    optimal growth rate
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    optimal strategy
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B70
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    93E20
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    zbMATH DE Number
    5659668
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    OpenAlex ID
    W42990791
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