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JOURNALS // Uspekhi Matematicheskikh Nauk // Archive

Uspekhi Mat. Nauk, 1997 Volume 52, Issue 2(314), Pages 179–180 (Mi rm840)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

The structure of optimal investment strategy on the futures market

M. L. Nechaev

Steklov Mathematical Institute, Russian Academy of Sciences

MSC: 91B24, 28A05, 60Gxx

Accepted: 16.12.1996

DOI: 10.4213/rm840


 English version:
Russian Mathematical Surveys, 1997, 52:2, 416–417

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© Steklov Math. Inst. of RAS, 2024