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~isPartOf:"Mathematical Methods of Operations Research"
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Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou, Thaleia
- In:
Mathematical Methods of Operations Research
50
(
1999
)
2
,
pp. 271-296
stream and the terminal wealth. Employing a novel transformation, we are able to produce
closed
form
solutions
for the value …
Persistent link: https://www.econbiz.de/10010950074
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