A variational problem arising in financial economics-Reference-Cited by-同舟云学术

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A variational problem arising in financial economics

Published:1991-01 Issue:5 Volume:20 Page:465-487
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Cox John C.,Huang Chi-fu

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference21 articles.

1. A variational problem arising in economics;Aumann;Journal of Mathematical Analysis and Applications,1965

2. An introduction to stochastic integration;Chung,1983

3. The representation of functionals of Brownian motion by stochastic integrals;Clark;Annals of Mathematical Statistics,1970

4. Erratum;Clark;Annals of Mathematical Statistics,1971

5. A variational problem arising in financial economics with an application to a portfolio turnpike theorem;Cox,1985

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