Stopping Problems of Certain Multiplicative Functionals and Optimal Investment with Transaction Costs

Author: Nagai Hideo  

Publisher: Springer Publishing Company

ISSN: 0095-4616

Source: Applied Mathematics and Optimization, Vol.55, Iss.3, 2007-05, pp. : 359-384

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next