Optimal growth strategies in a stochastic market model with endogenous prices
type: Item
instance of: scholarly article
title: Optimal growth strategies in a stochastic market model with endogenous prices
zbMATH Open document ID: 1542.91143
author: M. V. Zhitlukhin
published in: Theory of Probability and its Applications
publication date: 2024-08-19T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7898576
zbMATH Keywords: optimal growth strategies
zbMATH Keywords: martingales
zbMATH Keywords: backward stochastic differential equations
MaRDI profile type: Publication
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DOI: 10.1137/S0040585X97T991866
description: scientific article; zbMATH DE number 7898576