Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization-Reference-Cited by-同舟云学术

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Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization

Published:2005-01 Issue:2 Volume:23 Page:301-328
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Anh V.¹,Inoue A.²,Kasahara Y.³

Affiliation:

1. a School of Mathematical Sciences , Queensland University of Technology , Brisbane , Queensland , Australia

2. b Department of Mathematics , Hokkaido University , Sapporo , Japan

3. c Department of Mathematical Informatics , University of Tokyo , Tokyo , Japan

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1081/SAP-200050099

Reference15 articles.

1. Financial Markets with Memory I: Dynamic Models

2. A problem in trigonometric approximation theory

3. On the prediction of fractional Brownian motion

4. A Hilbert Space Problem Book

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