A STOCHASTIC CALCULUS MODEL OF CONTINUOUS TRADING - OPTIMAL PORTFOLIOS

被引：254
|
作者：
PLISKA, SR
机构：
来源：
MATHEMATICS OF OPERATIONS RESEARCH | 1986年 / 11卷 / 02期
关键词：
D O I：
10.1287/moor.11.2.371
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
引用
收藏
页码：371 / 382
页数：12
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