Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management

@inproceedings{Browne1997ReachingGB,
  title={Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management},
  author={S. Browne},
  year={1997}
}
We study a variety of optimal investment problems for objectives related to aataining goals by a fixed terminal time. 

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