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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