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Russian Mathematical Surveys, 1997, Volume 52, Issue 2, Pages 416–417
DOI: https://doi.org/10.1070/RM1997v052n02ABEH001796 (Mi rm840) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

The structure of optimal investment strategy on the futures market

M. L. Nechaev

Steklov Mathematical Institute, Russian Academy of Sciences
English version PDF (147 kB) Russian version article
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DOI: https://doi.org/10.1070/RM1997v052n02ABEH001796
Accepted: 16.12.1996
Bibliographic databases:
Document Type: Article
MSC: 91B24, 28A05, 60Gxx
Language: English
Original paper language: Russian
Citation: M. L. Nechaev, “The structure of optimal investment strategy on the futures market”, Russian Math. Surveys, 52:2 (1997), 416–417
Citation in format AMSBIB
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\by M.~L.~Nechaev
\paper The structure of optimal investment strategy on the futures market
\jour Russian Math. Surveys
\yr 1997
\vol 52
\issue 2
\pages 416--417
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\crossref{https://doi.org/10.1070/RM1997v052n02ABEH001796}
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\zmath{https://zbmath.org/?q=an:0930.91021}
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\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-0031494489}
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