Optimal Consumption and Sale Strategies for a Risk Averse...

Optimal Consumption and Sale Strategies for a Risk Averse Agent

Hobson, David, Zhu, Yeqi
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Volume:
7
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/140982738
Date:
January, 2016
File:
PDF, 1.66 MB
english, 2016
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