Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution

✍ Scribed by Traian A. Pirvu; Huayue Zhang

• Book ID: 118460457
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 296 KB
• Volume: 51
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2012.05.002