hu.oksendal.ea:00:optimal¶
BibTeX Entry:
@incollection{hu.oksendal.ea:00:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Sulem, Agn\`es},
booktitle = {Mathematical physics and stochastic analysis ({L}isbon, 1998)},
mrclass = {60H10 (91B28)},
mrnumber = {1893112},
pages = {267--279},
publisher = {World Sci. Publ., River Edge, NJ},
title = {Optimal portfolio in a fractional {B}lack {$\&$} {S}choles market},
year = {2000}
}