We investigate multiperiod portfolio selection problems in a Black and Scholes type market where a basket of 1 riskfree and m risky securities are traded continuously. We look for the optimal ...

Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...

In this paper we carry on further study of the problem of approximation of semigroups for both the continuous and the discrete cases which were considered in ([1], [2]). These problems arise naturally ...