Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process (Q3360773): Difference between revisions

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Latest revision as of 01:32, 20 March 2024

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Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process
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    Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process (English)
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    1991
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    optimal consumption
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    martingale theory
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