"Explicit Solution of a General Consumption/Investment Problem."

Ioannis Karatzas et al. (1986)

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DOI: 10.1287/MOOR.11.2.261

access: closed

type: Journal Article

metadata version: 2017-06-14

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Ioannis Karatzas, John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve:
Explicit Solution of a General Consumption/Investment Problem. Math. Oper. Res. 11(2): 261-294 (1986)

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