On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk
| Year of publication: |
2011
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|---|---|
| Authors: | Honda, Toshiki ; Kamimura, Shoji |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 18.2011, 2, p. 151-166
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| Publisher: |
Springer |
| Subject: | Optimal portfolios | Hamilton-Jacobi-Bellman equation | Stochastic market price of risk | Verification theorem |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009150534