Stop the war!
Остановите войну!
for scientists:
default search action
"Optimizing the terminal wealth under partial information: The drift ..."
Jörn Sass, Ulrich G. Haussmann (2004)
- Jörn Sass, Ulrich G. Haussmann:
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain. Finance Stochastics 8(4): 553-577 (2004)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.