On the Verification Theorem of Dynamic...

Asia-Pacific Financial Markets 2011 / 05 Vol. 18; Iss. 2

On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk

Toshiki Honda, Shoji Kamimura
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Volume:
18
Language:
english
Pages:
16
DOI:
10.1007/s10690-010-9128-y
Date:
May, 2011
File:
PDF, 201 KB
english, 2011
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