검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
MULTIVARIATE UTILITY MAXIMIZATION WITH PROPORTIONAL TRANSACTION COSTS AND RANDOM ENDOWMENT Benedetti G, Campi L SIAM Journal on Control and Optimization, 50(3), 1283, 2012 |
| 2 |
ON MAXIMIZING CRRA UTILITY IN REGIME SWITCHING MARKETS WITH RANDOM ENDOWMENT Taksar M, Zeng XD SIAM Journal on Control and Optimization, 48(5), 2984, 2009 |