optimal portfolio and consumption with habit formation in a jump diffusion marketoptimal portfolio and consumption with habit formation in a jump diffusion market (vol 222, pg 391, 2013)

被引：0
|
作者：
Ruan, Xinfeng [1 ]
Zhu, Wenli [1 ]
Hu, Jin [2 ]
Huang, Jiexiang [1 ]
机构：
[1] Southwestern Univ Finance & Econ, Sch Econ Math, Chengdu 611130, Peoples R China
[2] Chongqing Jiaotong Univ, Sch Sci, Chongqing 400047, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2014年 / 232卷
关键词：
Portfolio and consumption; Habit formation; Stochastic control; Jump diffusions market; The maximum principle; Equity premium puzzle;
D O I：
10.1016/j.amc.2014.01.060
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We correct (17), (19), (20), (21), (46) and (48) in [1]. Published by Elsevier Inc.
引用
收藏
页码：235 / 236
页数：2
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