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"Optimal investment with intermediate consumption under no unbounded profit ..."

Huy N. Chau et al. (2017)

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DOI: 10.1017/JPR.2017.29

access: closed

type: Journal Article

metadata version: 2021-09-23

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Huy N. Chau, Andrea Cosso, Claudio Fontana, Oleksii Mostovyi:
Optimal investment with intermediate consumption under no unbounded profit with bounded risk. J. Appl. Probab. 54(3): 710-719 (2017)

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