Kim and Omberg revisited: the duality approach

DOI10.1155/2015/581854zbMath1427.91250OpenAlexW2120563569WikidataQ59114228 ScholiaQ59114228MaRDI QIDQ1657919

Marzia De Donno, Anna Battauz, Alessandro Sbuelz

Publication date: 14 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/581854

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Portfolio theory (91G10)

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