Optimal time to invest when the price processes are geometric Brownian motions
| Year of publication: |
1998
|
|---|---|
| Authors: | Hu, Yaozhong ; Øksendal, Bernt |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 2.1998, 3, p. 295-310
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