"Black's Inverse Investment Problem and Forward Criteria with Consumption."

Sigrid Källblad (2020)

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DOI: 10.1137/17M1143812

access: closed

type: Journal Article

metadata version: 2020-07-29

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Sigrid Källblad:
Black's Inverse Investment Problem and Forward Criteria with Consumption. SIAM J. Financial Math. 11(2): 494-525 (2020)

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