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A Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model

✍ Scribed by Benth, Fred Espen; Karlsen, Kenneth Hvistendahl

Book ID: 111655688
Publisher: Taylor and Francis Group
Year: 2005
Tongue: English
Weight: 149 KB
Volume: 23
Category: Article
ISSN: 0736-2994
DOI: 10.1081/sap-200064457

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