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[/td][td]Author:
YAOZHONGHU
Title: OPTIMAL CONSUMPTION AND PORTFOLIO IN A MARKET WHERE THE VOLATILITY ISDRIVEN BY FRACTIONAL BROWNIAN MOTION
Source: PROBABILITY, FINANCE AND INSURANCE (pp 164-173)
链接:http://eproceedings.worldscinet.com/9789812702715/9789812702715_0010.html
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