"Minimizing the Expected Market Time to Reach a Certain Wealth Level."

Constantinos Kardaras, Eckhard Platen (2010)

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DOI: 10.1137/080741124

access: closed

type: Journal Article

metadata version: 2020-10-26

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Constantinos Kardaras, Eckhard Platen:
Minimizing the Expected Market Time to Reach a Certain Wealth Level. SIAM J. Financial Math. 1(1): 16-29 (2010)

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