hu.oksendal.ea:03:optimal¶
BibTeX Entry:
@article{hu.oksendal.ea:03:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Sulem, Agn\`es},
doi = {10.1142/S0219025703001432},
fjournal = {Infinite Dimensional Analysis, Quantum Probability and Related Topics},
issn = {0219-0257},
journal = {Infin. Dimens. Anal. Quantum Probab. Relat. Top.},
mrclass = {91B28 (60G15 60H05)},
mrnumber = {2030208},
mrreviewer = {Ludger Overbeck},
number = {4},
pages = {519--536},
title = {Optimal consumption and portfolio in a {B}lack-{S}choles market driven by fractional {B}rownian motion},
url = {https://doi.org/10.1142/S0219025703001432},
volume = {6},
year = {2003}
}