New results on the trading rule "Buy and Hold"
 
 
Description:  For a logarithmic utility function we extend our rezult with Xu and Zhou for case of the geometrical Brownian motion with drift term which depends of the some hidden parameter.
Start Date:  2009-09-30
Start Time:   15:00
Speaker:  Albert Shiryaev (Steklov Mathematical Institute, Moscow, Russia)
Institution:  Steklov Mathematical Institute
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