Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments
DOI10.1080/17442509208833805zbMATH Open0773.90004OpenAlexW1997170226MaRDI QIDQ4034503FDOQ4034503
Authors: Lucien Foldes 
Publication date: 16 May 1993
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509208833805
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