Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
Year of publication: |
2001
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Authors: | Benth, Fred Espen ; Karlsen, Kenneth Hvistendahl ; Reikvam, Kristin |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 5.2001, 3, p. 275-304
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