DOI
10.31390/cosa.1.3.02
Recommended Citation
Sarol, Yalçin; Viens, Frederi G; and Zhang, Tao
(2007)
"Portfolio optimization with consumption in a fractional Black-Scholes market,"
Communications on Stochastic Analysis: Vol. 1:
No.
3, Article 2.
DOI: 10.31390/cosa.1.3.02
Available at:
https://repository.lsu.edu/cosa/vol1/iss3/2