Asymptotic minimization of expected time to reach a large wealth level in an asset market game
type: Item
instance of: scholarly article
title: Asymptotic minimization of expected time to reach a large wealth level in an asset market game
zbMATH Open document ID: 1528.91072
arXiv ID: 2007.04909
DOI: 10.1080/17442508.2022.2041640
author: M. V. Zhitlukhin
published in: Stochastics
publication date: 2023-06-26T00:00:00Z
full work available at URL: https://arxiv.org/abs/2007.04909
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 91A80
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7701606
zbMATH Keywords: asset market game
zbMATH Keywords: crossing time
zbMATH Keywords: survival strategy
zbMATH Keywords: martingales
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W3041202741
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description: scientific article; zbMATH DE number 7701606