An optimal investment problem with randomly terminating income

Authors
Publication date 2009
Book title Proceedings of the 48th CDC Conference
ISBN
  • 9781424438723
Event the 48th CDC Conference
Pages (from-to) 3650-3655
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Conference contribution
Note ISBN 978-1-4244-3872-3
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