%0 Journal Article %1 Cvitanic2003 %A Cvitanic, Jaksa %A Goukasian, Levon %A Zapatero, Fernando %D 2003 %J Journal of Economic Dynamics and Control %K Utility maximization %N 6 %P 971--986 %T Monte Carlo computation of optimal portfolios in complete markets %U http://www.sciencedirect.com/science/article/B6V85-45W36N7-1/1/5a868a1f52ec584432ebee6e70c221c4 %V 27

@article{Cvitanic2003, added-at = {2008-04-22T15:17:45.000+0200}, author = {Cvitanic, Jaksa and Goukasian, Levon and Zapatero, Fernando}, biburl = {https://www.bibsonomy.org/bibtex/20ca9b908fd4b5ae30eaa34053aca90b7/smicha}, interhash = {c043929b0616c1f50cde8ef3a946525f}, intrahash = {0ca9b908fd4b5ae30eaa34053aca90b7}, journal = {Journal of Economic Dynamics and Control}, keywords = {Utility maximization}, month = Apr, number = 6, pages = {971--986}, timestamp = {2008-04-22T15:23:06.000+0200}, title = {Monte Carlo computation of optimal portfolios in complete markets}, url = {http://www.sciencedirect.com/science/article/B6V85-45W36N7-1/1/5a868a1f52ec584432ebee6e70c221c4}, volume = 27, year = 2003 }