2026-08-16T15:38:45Z https://oai.zbmath.org/v1/

oai:zbmath.org:90043 1993-01-16T23:00:00Z 91 93

None Xu, Gan-Lin; Shreve, Steven E. 1992 90043 English Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD https://zbmath.org/00090043 Content generated by zbMATH Open, such as reviews, classifications, software, or author disambiguation data, are distributed under CC-BY-SA 4.0. This defines the license for the whole dataset, which also contains non-copyrighted bibliographic metadata and reference data derived from I4OC (CC0). Note that the API only provides a subset of the data in the zbMATH Open Web interface. In several cases, third-party information, such as abstracts, cannot be made available under a suitable license through the API. In those cases, we replaced the data with the string 'zbMATH Open Web Interface contents unavailable due to conflicting licenses.' Ann. Appl. Probab. 2, No. 2, 314-328 (1992). 91B42; 93E20 A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients j