The opportunity process for optimal consumption and investment with power utility
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Publication:1932536
DOI10.1007/s11579-010-0031-0zbMath1255.91452arXiv0912.1879OpenAlexW2116572559MaRDI QIDQ1932536
Publication date: 20 January 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.1879
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) Consumer behavior, demand theory (91B42)
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