Optimal investment for all time horizons and Martin boundary of space-time diffusions

DOI10.1111/mafi.12092arXiv1308.2254OpenAlexW2146469257MaRDI QIDQ6243989

Michael R. Tehranchi, Sergey Nadtochiy

Publication date: 9 August 2013

Full work available at URL: https://doi.org/10.1111/mafi.12092

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

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