Optimal investment, consumption and life insurance under...

Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution

Traian A. Pirvu, Huayue Zhang
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Volume:
51
Year:
2012
Language:
english
DOI:
10.1016/j.insmatheco.2012.05.002
File:
PDF, 296 KB
english, 2012
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