Open AccessOptimal investment and consumption in the binomial no-arbitrage asset-pricing model
Author(s) -
Сергій Підкуйко,
Микола Баб'як
Publication year - 2020
Publication title -
vìsnik lʹvìvsʹkogo unìversitetu. serìâ mehanìko-matematična
Language(s) - English
Resource type - Journals
ISSN - 2078-3744
DOI - 10.30970/vmm.2020.89.089-105
Subject(s) - arbitrage , consumption based capital asset pricing model , arbitrage pricing theory , investment (military) , capital asset pricing model , consumption (sociology) , economics , asset (computer security) , econometrics , investment theory , index arbitrage , financial economics , binomial (polynomial) , business , risk arbitrage , mathematics , computer science , statistics , social science , computer security , sociology , politics , political science , law