Duality in constrained optimal investment and consumption problems : a synthesis
Year of publication: |
2003
|
---|---|
Authors: | Rogers, Leonard C. G. |
Published in: |
Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 1.2002, p. 95-131
|
Subject: | Theorie | Theory | Investition | Investment | Mathematische Optimierung | Mathematical programming |
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