Optimal consumption–investment strategy under the Vasicek model: HARA utility and Legendre transform
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference29 articles.
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4. Legendre transform-dual solution for a class of investment and consumption problems with HARA utility;Chang;Math. Probl. Eng.,2014
5. Optimal investment and consumption decisions under the constant elasticity of variance model;Chang;Math. Probl. Eng.,2013
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