On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323): Difference between revisions

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Property / DOI: 10.1007/s10690-010-9128-y / rank
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Property / full work available at URL: https://doi.org/10.1007/s10690-010-9128-y / rank
 
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Latest revision as of 20:51, 9 December 2024

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On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk
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