Optimal trading strategies for Itô diffusion processes
Year of publication: |
2009
|
---|---|
Authors: | Bertram, William K. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 14, p. 2865-2873
|
Publisher: |
Elsevier |
Subject: | Econophysics | Stochastic processes | First passage time |
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