scientific article; zbMATH DE number 912568

zbMath0854.90015MaRDI QIDQ4887227

M. J. P. Selby, Stanley R. Pliska

Publication date: 19 January 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal trading strategylong-run growth rateoptimal management of a portfoliocorrelated geometric Brownian motionspartial differential equation free boundary problem

Mathematics Subject Classification ID

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