Utility maximization in discrete-time financial market models

Rásonyi, Miklós and Stettner, L. (2004) Utility maximization in discrete-time financial market models. In: Stochastic Finance 2004. Proceedings of the Autumn School and International Conference, Lisbon.

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Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Depositing User: Eszter Nagy
Date Deposited: 11 Dec 2012 15:16
Last Modified: 11 Dec 2012 15:16
URI: https://eprints.sztaki.hu/id/eprint/3574

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