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Optimal consumption and portfolio selection problem : the martingale approach /

Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2002. / Includes bibliographical references (leaves 35-36). Also available in electronic version. Access restricted to campus users.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/51098711
Date January 2002
CreatorsChow, Sai Hung.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView Abstract or Full-Text.

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