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"An Approximation Scheme for Solution to the Optimal Investment Problem in ..."

Sergey Nadtochiy, Thaleia Zariphopoulou (2013)

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DOI: 10.1137/120869080

access: closed

type: Journal Article

metadata version: 2023-06-26

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Sergey Nadtochiy, Thaleia Zariphopoulou:
An Approximation Scheme for Solution to the Optimal Investment Problem in Incomplete Markets. SIAM J. Financial Math. 4(1): 494-538 (2013)

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