On optimal investment with processes of long or negative memory (Q1743336): Difference between revisions

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Latest revision as of 11:06, 15 July 2024

scientific article
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On optimal investment with processes of long or negative memory
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    On optimal investment with processes of long or negative memory (English)
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    13 April 2018
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    optimal investment
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    power utility functions
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    Fréchet-differentiable function
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    drift of price process
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    Banach space
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    non-Markovian driving processes
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    fractional Brownian motion
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    Identifiers

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