On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk
Toshiki Honda; Shoji Kamimura
| Year of publication: |
2010
|
|---|---|
| Authors: | Honda, Toshiki ; Kamimura, Shoji |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 18.2011, 2, p. 151-166
|
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009237743