Admissible investment strategies in continuous trading
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Publication:1111524
DOI10.1016/0304-4149(88)90090-7zbMath0657.93076OpenAlexW2014344862MaRDI QIDQ1111524
Knut Kristian Aase, Bernt Øksendal
Publication date: 1988
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: http://urn.nb.no/URN:NBN:no-48104
Optimal stochastic control (93E20) Diffusion processes (60J60) Financial applications of other theories (91G80) Existence of optimal solutions to problems involving randomness (49J55)
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