Optimal portfolio management with American capital guarantee
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Publication:953755
DOI10.1016/j.jedc.2003.11.005zbMath1202.91295OpenAlexW2171361952MaRDI QIDQ953755
Vincent Lacoste, Nicole El Karoui, Monique Jeanblanc-Picqué
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2003.11.005
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