scientific article; zbMATH DE number 5585660

zbMath1166.93383MaRDI QIDQ5323108

Roman Kulikowski, Tadeusz Banek

Publication date: 23 July 2009

Full work available at URL: https://eudml.org/doc/209280

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Martingalevalue of informationportfolio optimization

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10)

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