Wang, G., Xu, Z. Q., & Zhang, P. (2024). Competitive optimal portfolio selection in a non-Markovian financial market: A backward stochastic differential equation study.
Citazione stile Chigago Style (17a edizione)Wang, Guangchen, Zuo Quan Xu, e Panpan Zhang. Competitive Optimal Portfolio Selection in a Non-Markovian Financial Market: A Backward Stochastic Differential Equation Study. 2024.
Citatione MLA (9a ed.)Wang, Guangchen, et al. Competitive Optimal Portfolio Selection in a Non-Markovian Financial Market: A Backward Stochastic Differential Equation Study. 2024.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.