By L. C. G. Rogers
Starting from the elemental Merton challenge, many versions are awarded and solved, frequently utilizing numerical suggestions
that the e-book additionally covers. the ultimate bankruptcy assesses the relevance of a number of the types in universal use while utilized to data.
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Additional info for Optimal Investment (SpringerBriefs in Quantitative Finance)
Optimal Investment (SpringerBriefs in Quantitative Finance) by L. C. G. Rogers