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