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"Optimal consumption and portfolio control for jump-diffusion stock process ..."

Floyd B. Hanson, John J. Westman (2002)

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DOI: 10.1109/ACC.2002.1024600

access: closed

type: Conference or Workshop Paper

metadata version: 2022-07-26

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Floyd B. Hanson, John J. Westman:
Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumps. ACC 2002: 4256-4261

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