Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage
Crossref DOI link: https://doi.org/10.1007/s13370-015-0360-5
Published Online: 2015-06-12
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dahl, K. R.
Stokkereit, E.
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