On utility maximization in discrete-time financial market models
Rásonyi, Miklós and Stettner, L. (2005) On utility maximization in discrete-time financial market models. ANNALS OF APPLIED PROBABILITY, 15 (2). pp. 1367-1395.
Full text not available from this repository.Item Type: | Article |
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Subjects: | Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány |
Depositing User: | Eszter Nagy |
Date Deposited: | 11 Dec 2012 15:17 |
Last Modified: | 11 Dec 2012 15:17 |
URI: | https://eprints.sztaki.hu/id/eprint/3791 |
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