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A state-constrained stochastic optimal control problem arising in portfolio liquidation
Lazgham, Mourad - 2015
Persistent link: https://www.econbiz.de/10011437748
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Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
Kraft, Holger; Seiferling, Thomas; Seifried, Frank Thomas - 2014 - first version: March 6, 2014; this version: August 4, 2014
Persistent link: https://www.econbiz.de/10010440677