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"Optimal Consumption-Investment Problems in Incomplete Markets with ..."

Netzahualcoyotl Castañeda-Leyva, Daniel Hernández-Hernández (2005)

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DOI: 10.1137/S0363012904440885

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - journals/siamco/Castaneda-LeyvaH05
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  - https://dblp.org/rec/journals/siamco/Castaneda-LeyvaH05
Netzahualcoyotl Castañeda-Leyva, Daniel Hernández-Hernández:
Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients. SIAM J. Control. Optim. 44(4): 1322-1344 (2005)

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