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Existence and Asymptotic Behavior of an Optimal Barrier for an Optimal Consumption Problem in a Brownian Model with Absorption and Finite Time Horizon
Grandits, PeterVolume:
69
Language:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-013-9223-3
Date:
April, 2014
File:
PDF, 1.08 MB
english, 2014