A stochastic delay financial model

Proceedings of the American Mathematical Society

Volumn 133, Issue 6, 2005, Pages 1837-1841

  Stoica, George ^a  

^a UNIVERSITY OF NEW BRUNSWICK   (Canada)

Author keywords

Complete market; Insider; Maximal logarithmic utility; Noarbitrage; Stochastic delay equation

Indexed keywords

EID: 20144383858     PISSN: 00029939     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0002-9939-04-07765-2     Document Type: Conference Paper

References (6)

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