Symmetry-based solution of a model for a combination of a risky investment and a riskless investment

Journal of Mathematical Analysis and Applications - Tập 334 - Trang 368-381 - 2007
P.G.L. Leach1, J.G. O'Hara2, W. Sinkala3
1School of Mathematical Sciences, Howard College, University of KwaZulu-Natal, Durban 4041, South Africa
2School of Statistics and Actuarial Science, Howard College, University of KwaZulu-Natal, Durban 4041, South Africa
3Department of Mathematics and Applied Mathematics, Faculty of Science and Engineering, Walter Sisulu University, Private Bag X1, Mthatha 5117, South Africa

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