A Note on Merton's Portfolio Selection Problem for the...

A Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model

Benth, Fred Espen, Karlsen, Kenneth Hvistendahl
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Volume:
23
Year:
2005
Language:
english
Pages:
18
DOI:
10.1081/sap-200064457
File:
PDF, 149 KB
english, 2005
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