Optimal consumption and investment problem with random horizon in a BMAP model
Optimal consumption and investment problem with random horizon in a BMAP model
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DOI:
10.1016/j.insmatheco.2015.01.004
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发表时间:
2015-03
影响因子:
1.9
通讯作者:
Xu Chen;Xiangqun Yang
中科院分区:
文献类型:
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作者:
Xu Chen;Xiangqun Yang