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Long time asymptotics for optimal investment

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https://hal.archives-ouvertes.fr/hal-01263172
Contributor : Serena Benassù <>
Submitted on : Wednesday, January 27, 2016 - 2:46:38 PM
Last modification on : Friday, March 27, 2020 - 3:54:26 AM

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  • HAL Id : hal-01263172, version 1

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M. Rosenbaum, M. Yor. Long time asymptotics for optimal investment. ESAIM: Probability and Statistics, EDP Sciences, 2015, 19, pp.578-589. ⟨hal-01263172⟩

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