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New results on the trading rule "Buy and Hold"
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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.
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| Start Date: |
2009-09-30 |
| Start Time: |
15:00 |
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Speaker: |
Albert Shiryaev (Steklov Mathematical Institute, Moscow, Russia)
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Institution: |
Steklov Mathematical Institute
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See more:
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<Main>
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© 2012 Centre for Mathematics, University of Coimbra, funded by
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