scientific article; zbMATH DE number 6194042
From MaRDI portal
Publication:5327051
zbMath1397.91551MaRDI QIDQ5327051
Publication date: 1 August 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Portfolio theory (91G10)
Related Items (2)
Log-optimal investment in the long run with proportional transaction costs when using shadow prices ⋮ Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients
This page was built for publication: