A computational scheme for the optimal strategy in an incomplete market
| Year of publication: |
2007
|
|---|---|
| Authors: | Keppo, Jussi ; Meng, Xu ; Sullivan, Michael G. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 11, p. 3591-3613
|
| Publisher: |
Elsevier |