Optimal investment under behavioral criteria in incomplete diffusion market models
Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 4, pp. 720-739
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@article{TVP_2015_60_4_a4,
author = {M. R\'asonyi and J. G. Rodriguea-Villareal},
title = {Optimal investment under behavioral criteria in incomplete diffusion market models},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {720--739},
publisher = {mathdoc},
volume = {60},
number = {4},
year = {2015},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2015_60_4_a4/}
}
TY - JOUR AU - M. Rásonyi AU - J. G. Rodriguea-Villareal TI - Optimal investment under behavioral criteria in incomplete diffusion market models JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2015 SP - 720 EP - 739 VL - 60 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2015_60_4_a4/ LA - ru ID - TVP_2015_60_4_a4 ER -
%0 Journal Article %A M. Rásonyi %A J. G. Rodriguea-Villareal %T Optimal investment under behavioral criteria in incomplete diffusion market models %J Teoriâ veroâtnostej i ee primeneniâ %D 2015 %P 720-739 %V 60 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2015_60_4_a4/ %G ru %F TVP_2015_60_4_a4
M. Rásonyi; J. G. Rodriguea-Villareal. Optimal investment under behavioral criteria in incomplete diffusion market models. Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 4, pp. 720-739. http://geodesic.mathdoc.fr/item/TVP_2015_60_4_a4/