Duality in constrained optimal investment and consumption problems: A synthesis

被引：0

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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中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

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页码：95 / 131

页数：37

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