Title of article :
A computational scheme for the optimal strategy in an incomplete market
Author/Authors :
Jussi Keppo، نويسنده , , Xu Meng، نويسنده , , Michael G. Sullivan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
23
From page :
3591
To page :
3613
Keywords :
Utility maximization , Endowment uncertainty , Incomplete markets , numerical methods
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2007
Journal title :
Journal of Economic Dynamics and Control
Record number :
239121
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=239121
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