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Optimal consumtion and portfolio in a Black-Scholes market driven by fractional Brownian motion

dc.date.accessioned2015-02-20T09:19:37Z
dc.date.available2015-02-20T09:19:37Z
dc.date.issued2000
dc.identifier.urihttp://hdl.handle.net/10852/42413
dc.language.isoenen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series: Pure mathematics http://urn.nb.no/URN:NBN:no-8076
dc.relation.urihttp://urn.nb.no/URN:NBN:no-8076
dc.titleOptimal consumtion and portfolio in a Black-Scholes market driven by fractional Brownian motionen_US
dc.typeResearch reporten_US
dc.creator.authorHu, Yaozhong
dc.creator.authorØksendal, Bernt
dc.creator.authorSulem, Agnès
dc.identifier.urnURN:NBN:no-46781
dc.type.documentForskningsrapporten_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/42413/1/23-2000.pdf


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