Publié le : 2004-07-05
Classification:
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00102259,
author = {Bouchard, B. and Pham, H.},
title = {Wealth-path dependent utility maximization in incomplete markets},
journal = {HAL},
volume = {2004},
number = {0},
year = {2004},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00102259}
}
Bouchard, B.; Pham, H. Wealth-path dependent utility maximization in incomplete markets. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00102259/