Stochastic differential portfolio games

Journal of Applied Probability

Volumn 37, Issue 1, 2000, Pages 126-147

  Browne, Sid ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Diffusions; Martingales; Portfolio theory; Stochastic control; Stochastic differential games

Indexed keywords

EID: 0034341942     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1014842273     Document Type: Article

References (21)

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