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 and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 6, p. 971-986
|
| Publisher: |
Elsevier |