Optimal investment and consumption when regime transitions cause price shocks
| Year of publication: |
2012
|
|---|---|
| Authors: | Lim, Andrew E.B. ; Watewai, Thaisiri |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 3, p. 551-567
|