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"Constrained Dynamic Optimality and Binomial Terminal Wealth."

Jesper Lund Pedersen, Goran Peskir (2018)

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DOI: 10.1137/16M1085097

access: closed

type: Journal Article

metadata version: 2021-04-26

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  - https://dblp.org/rec/journals/siamco/PedersenP18
Jesper Lund Pedersen, Goran Peskir:
Constrained Dynamic Optimality and Binomial Terminal Wealth. SIAM J. Control. Optim. 56(2): 1342-1357 (2018)

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