"Optimal time to invest when the price processes are geometric Brownian ..."

Yaozhong Hu, Bernt Øksendal (1998)

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DOI: 10.1007/S007800050042

access: closed

type: Journal Article

metadata version: 2020-07-22

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Yaozhong Hu, Bernt Øksendal:
Optimal time to invest when the price processes are geometric Brownian motions. Finance Stochastics 2(3): 295-310 (1998)

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