Stochastics An International Journal of Probability and Stochastic Processes
1991 / 02 Vol. 34; Iss. 3-4
A generalized clark representation formula, with application to optimal portfolios
Ocone, Daniel L., Karatzas, IoannisVolume:
34
Langue:
english
Journal:
Stochastics and Stochastic Reports
DOI:
10.1080/17442509108833682
Date:
February, 1991
Fichier:
PDF, 986 KB
english, 1991