OPTIMAL CONSUMPTION AND PORTFOLIO POLICIES WHEN ASSET PRICES FOLLOW A DIFFUSION PROCESS

被引：728

作者：

COX, JC

HUANG, CF

机构：

来源：

关键词：

D O I：

10.1016/0022-0531(89)90067-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：33 / 83

页数：51

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Dellacherie C., 1982, N HOLLAND MATH STUD, V72

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HUANG, CF .