A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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Publication:4537870
DOI10.1287/moor.11.2.371zbMath1011.91503OpenAlexW2006776755MaRDI QIDQ4537870
Publication date: 21 May 2003
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/608.pdf
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