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Latest revision as of 13:36, 6 June 2024

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Non-addictive habits: optimal consumption-portfolio policies.
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    Non-addictive habits: optimal consumption-portfolio policies. (English)
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    3 February 2004
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    Habit formation
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    Non-addiction
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    Constrained consumption-portfolio
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    optimization
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    Stopping times
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    Recursive (backward) stochastic equations and inequalities
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    Asian
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    capped options
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