Consumption-portfolio optimization with recursive utility in incomplete markets
- 作者Holger Kraft, Frank Thomas Seifried, Mogens Steffensen
- 卷第17卷
- 期第1期
- 印刷ISSN0949-2984
- 电子ISSN1432-1122
- 文件大小1359.95KB
- 发表时间2013-01
- DOI10.1007/s00780-012-0184-1
- 页码161-196
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