Optimal consumption in a Brownian model with absorption and finite time horizon

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Publication:358618

DOI10.1007/s00245-012-9185-xzbMath1272.93128OpenAlexW2029840244MaRDI QIDQ358618

Peter Grandits

Publication date: 9 August 2013

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-012-9185-x




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