hu:04:optimization¶
BibTeX Entry:
@incollection{hu:04:optimization,
author = {Hu, Yaozhong},
booktitle = {Mathematics of finance},
doi = {10.1090/conm/351/06403},
mrclass = {60H05 (49L20 60G15 91B28 93E20)},
mrnumber = {2076541},
mrreviewer = {Ingo Fahrner},
pages = {199--206},
publisher = {Amer. Math. Soc., Providence, RI},
series = {Contemp. Math.},
title = {Optimization of consumption and portfolio and minimization of volatility},
url = {https://doi.org/10.1090/conm/351/06403},
volume = {351},
year = {2004}
}