"Constrained Dynamic Optimality and Binomial Terminal Wealth."

Jesper Lund Pedersen, Goran Peskir (2018)

> Home

Details and statistics

DOI: 10.1137/16M1085097

access: closed

type: Journal Article

metadata version: 2021-04-26

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/PedersenP18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/PedersenP18
Jesper Lund Pedersen, Goran Peskir:
Constrained Dynamic Optimality and Binomial Terminal Wealth. SIAM J. Control. Optim. 56(2): 1342-1357 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.