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"An optimal investment problem with randomly terminating income."

Michel H. Vellekoop, Mark Davis (2009)

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DOI: 10.1109/CDC.2009.5400455

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  dblp key:
  - conf/cdc/VellekoopD09
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  - https://dblp.org/rec/conf/cdc/VellekoopD09
Michel H. Vellekoop, Mark Davis:
An optimal investment problem with randomly terminating income. CDC 2009: 3650-3655

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