"Optimal Consumption and Sale Strategies for a Risk Averse Agent."

David Hobson, Ye-Qi Zhu (2016)

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DOI: 10.1137/140982738

access: closed

type: Journal Article

metadata version: 2017-05-17

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David Hobson, Ye-Qi Zhu:
Optimal Consumption and Sale Strategies for a Risk Averse Agent. SIAM J. Financial Math. 7(1): 674-719 (2016)

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