Optimal time to invest when the price processes are geometric Brownian motions

Bibliographic Details
Published in:Finance and stochastics, 2 (1998),3, S. 295-310
Main Author: Hu, Yaozhong (Author)
Other Involved Persons: ├śksendal, Bernt K. (Other)
Format: Article
Language:English
Published: 1998
ISSN:0949-2984
Subjects:
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