"An optimal consumption model with stochastic volatility."

Wendell H. Fleming, Daniel Hernández-Hernández (2003)

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DOI: 10.1007/S007800200083

access: closed

type: Journal Article

metadata version: 2020-07-22

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Wendell H. Fleming, Daniel Hernández-Hernández:
An optimal consumption model with stochastic volatility. Finance Stochastics 7(2): 245-262 (2003)

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