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~isPartOf:"Journal of Economic Dynamics and Control"
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Optimal Control of Some Markov...
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Journal of Economic Dynamics and Control
Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
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Risk sensitive asset allocation
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Sherris, Michael
- In:
Journal of Economic Dynamics and Control
24
(
2000
)
8
,
pp. 1145-1177
Persistent link: https://www.econbiz.de/10005107252
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Option valuation with co-integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of Economic Dynamics and Control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10005229578
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