Duality in constrained optimal investment and consumption problems: A synthesis

被引：0
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作者：
Rogers, LCG [1 ]
机构：
[1] Univ Cambridge, Stat Lab, Cambridge CB3 0WB, England
来源：
PARIS-PRINCETON LECTURES ON MATHEMATICAL FINANCE 2002 | 2003年 / 1814卷
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D O I：
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中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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页码：95 / 131
页数：37
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