hu.oksendal:98:optimal¶
BibTeX Entry:
@article{hu.oksendal:98:optimal,
author = {Hu, Yaozhong and {\O}ksendal, Bernt},
doi = {10.1007/s007800050042},
fjournal = {Finance and Stochastics},
issn = {0949-2984},
journal = {Finance Stoch.},
mrclass = {91B28 (60G40)},
mrnumber = {1809523},
mrreviewer = {Richard H. Stockbridge},
number = {3},
pages = {295--310},
title = {Optimal time to invest when the price processes are geometric {B}rownian motions},
url = {https://doi.org/10.1007/s007800050042},
volume = {2},
year = {1998}
}