Consumption-portfolio optimization with recursive utility in incomplete markets
| Year of publication: |
2012
|
|---|---|
| Authors: | Kraft, Holger ; Seifried, Frank Thomas ; Steffensen, Mogens |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2012, 1, p. 161-196
|