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"Optimal investment strategy to minimize occupation time."

Erhan Bayraktar, Virginia R. Young (2010)

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DOI: 10.1007/S10479-008-0467-2

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/BayraktarY10
Erhan Bayraktar, Virginia R. Young:
Optimal investment strategy to minimize occupation time. Ann. Oper. Res. 176(1): 389-408 (2010)

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