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"Optimal consumption and arbitrage in incomplete, finite state security ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Hiroshi Shirakawa, Hiromichi Kassai (1993)

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DOI: 10.1007/BF02282058

access: closed

type: Journal Article

metadata version: 2020-08-13

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Hiroshi Shirakawa, Hiromichi Kassai:
Optimal consumption and arbitrage in incomplete, finite state security markets. Ann. Oper. Res. 45(1): 349-372 (1993)

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