Monte Carlo computation of optimal portfolios in complete markets
| Year of publication: |
2003
|
|---|---|
| Authors: | Cvitanic, Jaksa ; Goukasian, Levon ; Zapatero, Fernando |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 27.2003, 6, p. 971-986
|