A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients
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Publication:1198577
DOI10.1214/AOAP/1177005706zbMATH Open0773.90017OpenAlexW4249389286MaRDI QIDQ1198577FDOQ1198577
Authors: Ganlin Xu, Steven Shreve 
Publication date: 16 January 1993
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005706
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