The finite horizon investor problem with a budget constraint
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Publication:2379989
DOI10.1016/j.ipl.2007.05.001zbMath1183.90238OpenAlexW2015342142MaRDI QIDQ2379989
Publication date: 24 March 2010
Published in: Information Processing Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ipl.2007.05.001
Cites Work
- Martingales and stochastic integrals in the theory of continuous trading
- A Fully Polynomial-Time Approximation Scheme for Single-Item Stochastic Inventory Control with Discrete Demand
- When Does a Dynamic Programming Formulation Guarantee the Existence of a Fully Polynomial Time Approximation Scheme (FPTAS)?
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