Financial markets with memory II: Innovation processes and expected utility maximization

Stochastic Analysis and Applications

Volumn 23, Issue 2, 2005, Pages 301-328

  Anh, V ^a   Inoue, A ^b   Kasahara, Y ^c  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b HOKKAIDO UNIVERSITY   (Japan)

^c UNIVERSITY OF TOKYO   (Japan)

Author keywords

Financial market model; Innovation process; Utility maximization

Indexed keywords

EID: 16244415545     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-200050099     Document Type: Article

References (16)

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