A computational scheme for the optimal strategy in an incomplete market

Jussi Keppo, Xu Meng, Michael G. Sullivan

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)3591-3613
JournalJournal of Economic Dynamics and Control
Volume31
Issue number11
Publication statusPublished - 2007
MoE publication typeA1 Journal article-refereed

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