Remark on optimal investment in a market with memory (Q5430708)
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scientific article; zbMATH DE number 5220415
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| English | Remark on optimal investment in a market with memory |
scientific article; zbMATH DE number 5220415 |
Statements
16 December 2007
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optimal investment
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long term investment
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processes with memory
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processes with stationary increments
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Riccati equations
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0.8915444612503052
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0.8310115337371826
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0.8077252507209778
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0.7951688170433044
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0.7932458519935608
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