UTILITY MAXIMIZATION IN MODELS WITH CONDITIONALLY INDEPENDENT INCREMENTS

Autor:	Kallsen, J., Muhle-Karbe, J.
Zdroj:	The Annals of Applied Probability, 2010 Dec 01. 20(6), 2162-2177.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/20799808 Zobrazit plný text záznamu