hu.oksendal:07:optimal¶
BibTeX Entry:
@article{hu.oksendal:07:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
doi = {10.1239/jap/1189717542},
fjournal = {Journal of Applied Probability},
issn = {0021-9002},
journal = {J. Appl. Probab.},
mrclass = {60H30 (60H10 91B28)},
mrnumber = {2355589},
mrreviewer = {Josef Teichmann},
number = {3},
pages = {742--752},
title = {Optimal smooth portfolio selection for an insider},
url = {https://doi.org/10.1239/jap/1189717542},
volume = {44},
year = {2007}
}