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Optimal time to invest when the price processes are geometric Brownian motions
Hu, Yaozhong
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Finance and stochastics
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1998
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Persistent link: https://www.econbiz.de/10001243269
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An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
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Hu, Ying
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Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
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pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
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