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Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
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Large ranking games with diffusion control
Ankirchner, Stefan
;
Kazi-Tani, Nabil
;
Wendt, Julian
; …
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 675-696
Persistent link: https://www.econbiz.de/10014564352
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