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Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model
Bakkaloglu, Ahmet, Aziz, Taha, Fatima, Aeeman, Mahomed, F.M., Khalique, Chaudry MasoodYear:
2016
Language:
english
Journal:
Mathematical Methods in the Applied Sciences
DOI:
10.1002/mma.4060
File:
PDF, 593 KB
english, 2016