Zhu, Dongmei; Zheng, Harry Effective approximation methods for constrained utility maximization with drift uncertainty. (English) Zbl 1492.91137 J. Optim. Theory Appl. 194, No. 1, 191-219 (2022). MSC: 91B16 93E20 49M29 PDFBibTeX XMLCite \textit{D. Zhu} and \textit{H. Zheng}, J. Optim. Theory Appl. 194, No. 1, 191--219 (2022; Zbl 1492.91137) Full Text: DOI
Pavlov, N.; Valchanov, N.; Kyurkchiev, N. Bounds for the unique positive root of a polynomial in mathematics of finance. (English) Zbl 1240.65158 Nauchni Tr., Plovdivski Univ., Mat. 37, No. 3, 101-110 (2010). MSC: 65H04 26C10 91G60 PDFBibTeX XMLCite \textit{N. Pavlov} et al., Nauchni Tr., Plovdivski Univ., Mat. 37, No. 3, 101--110 (2010; Zbl 1240.65158)
Horgan, Jane M. A list-sequential sampling scheme with applications in financial auditing. (English) Zbl 1046.62114 IMA J. Manag. Math. 14, No. 1, 31-48 (2003). MSC: 62P05 91B28 62P99 PDFBibTeX XMLCite \textit{J. M. Horgan}, IMA J. Manag. Math. 14, No. 1, 31--48 (2003; Zbl 1046.62114) Full Text: DOI