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Financial markets with memory. II. Innovation processes and expected utility maximization
Bibliographic Information
- Title
- Financial markets with memory. II. Innovation processes and expected utility maximization
- Author
- V.Anh, A.Inoue, Y.Kasahara
Journal
-
- Stoch.Anal.Appl. 23・2
-
Stoch.Anal.Appl. 23・2 301-328, 2005
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Details 詳細情報について
-
- CRID
- 1010000781930023319
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN