Optimal portfolios : stochastic models for optimal investment and risk management in continuous time /
Korn, Ralf.
Optimal portfolios : stochastic models for optimal investment and risk management in continuous time / Ralf Korn. - Singapore ; River Edge, NJ : World Scientific, c1997. - xi, 338 pages : illustrations ; 23 cm
Includes bibliographical references (p. 331-336) and index.
9810232152 9789810232153
97036352
HG4529.5 / .K674 1997
332.6015118
Optimal portfolios : stochastic models for optimal investment and risk management in continuous time / Ralf Korn. - Singapore ; River Edge, NJ : World Scientific, c1997. - xi, 338 pages : illustrations ; 23 cm
Includes bibliographical references (p. 331-336) and index.
9810232152 9789810232153
97036352
HG4529.5 / .K674 1997
332.6015118