Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with logarithmic utility - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2019

Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with logarithmic utility

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hal-02370861 , version 1 (19-11-2019)

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  • HAL Id : hal-02370861 , version 1

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Sahar Albosaily, Serguei Pergamenchtchikov. Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with logarithmic utility. 2019. ⟨hal-02370861⟩
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