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scientific article; zbMATH DE number 912568
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| English | No label defined |
scientific article; zbMATH DE number 912568 |
Statements
19 January 1997
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optimal management of a portfolio
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correlated geometric Brownian motions
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long-run growth rate
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optimal trading strategy
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partial differential equation free boundary problem
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0.9999997
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0.8886641
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0.88087344
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0.8803586
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0.8772329
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0.8758241
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0.87339747
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0.86727154
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0.86280555
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