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"Portfolio Selection in the Enlarged Markovian Regime-Switching Market."

Xin Zhang, Tak Kuen Siu, Qingbin Meng (2010)

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DOI: 10.1137/080736351

access: closed

type: Journal Article

metadata version: 2020-07-09

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Xin Zhang, Tak Kuen Siu, Qingbin Meng:
Portfolio Selection in the Enlarged Markovian Regime-Switching Market. SIAM J. Control. Optim. 48(5): 3368-3388 (2010)

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