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ADMISSIBLE INVESTMENT STRATEGIES IN CONTINUOUS TRADING

被引：7
作者：
AASE, KK
OKSENDAL, B
机构：
[1] MIT,CTR COMPUTAT RES ECON & MANAGEMENT SCI,CAMBRIDGE,MA 02139
[2] UNIV OSLO,DEPT MATH,N-0316 OSLO 3,NORWAY
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1988年 / 30卷 / 02期
关键词：
D O I：
10.1016/0304-4149(88)90090-7
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：291 / 301
页数：11
相关论文
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[7]  
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SIAM JOURNAL ON CONTROL, 1970, 8 (02) :179-&
[9]  
BREIMAN L., 1960, NAV RES LOG, V7, P647
[10]  
BREIMAN L, 1961, 4TH P BERK S MATH ST, V1, P65
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