hu:04:optimal¶
BibTeX Entry:
@incollection{hu:04:optimal,
author = {Hu, Yaozhong},
booktitle = {Probability, finance and insurance},
mrclass = {60H30 (60H10 91B28)},
mrnumber = {2189205},
mrreviewer = {Josef Teichmann},
pages = {164--173},
publisher = {World Sci. Publ., River Edge, NJ},
title = {Optimal consumption and portfolio in a market where the volatility is driven by fractional {B}rownian motion},
year = {2004}
}