Stochastic intertemporal duality: an application to investment under uncertainty
From MaRDI portal
Publication:956562
DOI10.1016/j.jedc.2005.05.013zbMath1200.91282MaRDI QIDQ956562
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.05.013
93E20: Optimal stochastic control
91G50: Corporate finance (dividends, real options, etc.)
91G10: Portfolio theory
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