Principles for modelling financial markets and the optimal growth of wealth process

Principles for modelling financial markets and the optimal growth of wealth process

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Article ID: iaor2000634
Country: China
Volume: 21
Issue: 2
Start Page Number: 171
End Page Number: 178
Publication Date: Apr 1998
Journal: Acta Mathematicae Applicatae Sinica
Authors:
Abstract:

This paper deals with the relationship between minimization of arbitrage information and the optimal growth of wealth process.

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