RUS  ENG
Full version
JOURNALS // Stochastics: An International Journal of Probability and Stochastic Processes // Archive

Stochastics, 2023, Volume 95, Issue 1, Pages 67–78 (Mi stpr4)

This article is cited in 3 papers

Asymptotic minimization of expected time to reach a large wealth level in an asset market game

Mikhail Zhitlukhin

Steklov Mathematical Institute of the Russian Academy of Sciences, Moscow, Russia

Received: 09.07.2020
Accepted: 07.02.2022

Language: English

DOI: 10.1080/17442508.2022.2041640



Bibliographic databases:
ArXiv: 2007.04909


© Steklov Math. Inst. of RAS, 2024