"Growth Optimal Portfolio for unobservable Markov-modulated markets."

I. Venkat Appal Raju, N. Selvaraju (2012)

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DOI: 10.1504/IJMOR.2012.044471

access: closed

type: Journal Article

metadata version: 2023-06-26

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I. Venkat Appal Raju, N. Selvaraju:
Growth Optimal Portfolio for unobservable Markov-modulated markets. Int. J. Math. Oper. Res. 4(1): 31-40 (2012)

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