On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk
Year of publication: |
2010
|
---|---|
Authors: | Honda, Toshiki ; Kamimura, Shoji |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 18.2011, 2, p. 151-166
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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