"Predictable Forward Performance Processes: The Binomial Case."

Bahman Angoshtari, Thaleia Zariphopoulou, Xun Yu Zhou (2020)

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DOI: 10.1137/18M1188653

access: closed

type: Journal Article

metadata version: 2023-06-26

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Bahman Angoshtari, Thaleia Zariphopoulou, Xun Yu Zhou:
Predictable Forward Performance Processes: The Binomial Case. SIAM J. Control. Optim. 58(1): 327-347 (2020)

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