scientific article; zbMATH DE number 2065144

zbMATH Open1089.91027MaRDI QIDQ4459810FDOQ4459810

L. C. G. Rogers, E. J. Stapleton

Publication date: 18 May 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

optimisationasymptoticbinomial treeportfolio choice time-lag

Mathematics Subject Classification ID

Trade models (91B60)

Cited In (3)

• Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers
• Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement
• Maximal trades

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