An exact formula for the value of a portfolio at a random final time. (English) Zbl 07831180
MSC:
91G10 | Portfolio theory |
60J70 | Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) |
91G10 | Portfolio theory |
60J70 | Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) |