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Optimal investment with random endowments in incomplete markets
Hugonnier, Julien
;
Kramkov, D.
2004
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Title
Optimal investment with random endowments in incomplete markets
Author(s)
Hugonnier, Julien
;
Kramkov, D.
Published in
Annals of Applied Probability
Volume
14
Issue
2
Pages
845-864
Date
2004
DOI
https://doi.org/10.1214/105051604000000134
Laboratories
SFI-JH
Record Appears in
Scientific production and competences
>
CDM - College of Management of Technology
>
SFI - Swiss Finance Institute at EPFL
>
SFI-JH - Group in asset pricing
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2009-10-12
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