Optimal investment for all time horizons and Martin boundary of space-time diffusions (Q6243989)

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scientific article; zbMATH DE number 7842764
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Optimal investment for all time horizons and Martin boundary of space-time diffusions
scientific article; zbMATH DE number 7842764

    Statements

    publication date
    9 August 2013
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    arXiv classification
    q-fin.PM
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    math.PR
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    author
    Sergey Nadtochiy
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    Michael R. Tehranchi
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    Identifiers

    arXiv ID
    1308.2254
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    zbMATH DE Number
    7842764
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    DOI
    10.1111/mafi.12092
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