"Time-Inconsistent Consumption-Investment Problems in Incomplete Markets ..."

Yushi Hamaguchi (2021)

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DOI: 10.1137/19M1303782

access: closed

type: Journal Article

metadata version: 2021-07-29

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Yushi Hamaguchi:
Time-Inconsistent Consumption-Investment Problems in Incomplete Markets under General Discount Functions. SIAM J. Control. Optim. 59(3): 2121-2146 (2021)

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