Article ID: | iaor200035 |
Country: | China |
Volume: | 21 |
Issue: | 2 |
Start Page Number: | 171 |
End Page Number: | 178 |
Publication Date: | Apr 1998 |
Journal: | Acta Mathematicae Applicatae Sinica |
Authors: | Xu S. |
In this paper, the author extends the principle for modelling of the growth of wealth under two cases. After discussing the third principle, this paper deals with the relationship between minimization of arbitrage information and the optimal growth of wealth process.