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"Kelly Criterion: From a Simple Random Walk to Lévy Processes."

Sergey V. Lototsky, Austin Pollok (2021)

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DOI: 10.1137/20M1330488

access: closed

type: Journal Article

metadata version: 2021-04-19

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  - https://dblp.org/rec/journals/siamfm/LototskyP21
Sergey V. Lototsky, Austin Pollok:
Kelly Criterion: From a Simple Random Walk to Lévy Processes. SIAM J. Financial Math. 12(1): 342-368 (2021)

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