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Teoriya Veroyatnostei i ee Primeneniya, 2015, Volume 60, Issue 4, Pages 720–739
DOI: https://doi.org/10.4213/tvp5032 (Mi tvp5032) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Optimal investment under behavioral criteria in incomplete diffusion market models

M. Rásonyia, J. G. Rodriguea-Villarealb

a Alfréd Rényi Institute of Mathematics, Hungary Academy of Sciences
b University of Edinburgh
Full-text PDF (304 kB) Citations (3)
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DOI: https://doi.org/10.4213/tvp5032
Funding agency Grant number
Hungarian Academy of Sciences LP2015-6/2015
Received: 23.12.2014
English version:
Theory of Probability and its Applications, 2016, Volume 60, Issue 4, Pages 631–646
DOI: https://doi.org/10.1137/S0040585X97T987892
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. Rásonyi, J. G. Rodriguea-Villareal, “Optimal investment under behavioral criteria in incomplete diffusion market models”, Teor. Veroyatnost. i Primenen., 60:4 (2015), 720–739; Theory Probab. Appl., 60:4 (2016), 631–646
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp5032
  • https://www.mathnet.ru/eng/tvp/v60/i4/p720
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    Full-text PDF :172
    References:61
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