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Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market

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Listed:
  • Ruan, Xinfeng
  • Zhu, Wenli
  • Hu, Jin
  • Huang, Jiexiang

Abstract

We correct (17), (19), (20), (21), (46) and (48) in [1].

Suggested Citation

  • Ruan, Xinfeng & Zhu, Wenli & Hu, Jin & Huang, Jiexiang, 2014. "Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market," Applied Mathematics and Computation, Elsevier, vol. 232(C), pages 235-236.
    • Handle: RePEc:eee:apmaco:v:232:y:2014:i:c:p:235-236
    DOI: 10.1016/j.amc.2014.01.060
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    References listed on IDEAS

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    1. N. C. Framstad & B. Øksendal & A. Sulem, 2004. "Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance," Journal of Optimization Theory and Applications, Springer, vol. 121(1), pages 77-98, April.
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