Optimal Consumption and Investment with Hyperbolic Lévy Motion
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Cited by:
- Barbachan, José Santiago Fajardo, 2003.
"Optimal Consumption and Investment with Lévy Processes,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(4), October.
- Jose Fajardo Barbachan, 2000. "Optimal Consumption and Investment with Levy Processes," Econometric Society World Congress 2000 Contributed Papers 1146, Econometric Society.
- Cajueiro, Daniel Oliveira & Yoneyama, Takashi, 2004. "Optimal Portfolio and Consumption in a Switching Diffusion Market," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 24(2), November.
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