A generalized clark representation formula, with application to optimal portfolios
- 期刊名称Stochastics and Stochastic Reports
- 作者Ocone, Daniel L.; Karatzas, Ioannis
- 卷第34卷
- 印刷ISSN1045-1129
- 文件大小985.58KB
- 发表时间1991-02
- DOI10.1080/17442509108833682
- 页码187-220
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