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