Solution of the dynamic programming equation for a trading problem<sup>∗</sup> (Q4836765)
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scientific article; zbMATH DE number 766375
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| English | Solution of the dynamic programming equation for a trading problem<sup>∗</sup> |
scientific article; zbMATH DE number 766375 |
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Solution of the dynamic programming equation for a trading problem<sup>∗</sup> (English)
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21 June 1995
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market models
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trading problem
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infinite period, discounted, one- commodity stock-exchange problem
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stationary Markov process
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0.7602697610855103
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0.7542054057121277
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0.7528449892997742
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