Title of article
A computational scheme for the optimal strategy in an incomplete market
Author/Authors
Jussi Keppo، نويسنده , , Xu Meng، نويسنده , , Michael G. Sullivan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
23
From page
3591
To page
3613
Keywords
Utility maximization , Endowment uncertainty , Incomplete markets , numerical methods
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239121
Link To Document