"An optimal consumption problem in finite time with a constraint on the ..."

Peter Grandits (2015)

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DOI: 10.1007/S00780-015-0275-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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Peter Grandits:
An optimal consumption problem in finite time with a constraint on the ruin probability. Finance Stochastics 19(4): 791-847 (2015)

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