OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
- 1 December 2003
- journal article
- research article
- Published by World Scientific Pub Co Pte Ltd in Infinite Dimensional Analysis, Quantum Probability and Related Topics
- Vol. 06 (04) , 519-536
- https://doi.org/10.1142/s0219025703001432
Abstract
No abstract availableKeywords
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