Optimal spreading when spreading is optimal
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 23 (1998)
Issue (Month): 2 (September)
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Web page: http://www.elsevier.com/locate/jedc
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- Cox, John C. & Huang, Chi-fu, 1991. "A variational problem arising in financial economics," Journal of Mathematical Economics, Elsevier, vol. 20(5), pages 465-487.
- Cox, John C. & Huang, Chi-fu, 1989. "Optimal consumption and portfolio policies when asset prices follow a diffusion process," Journal of Economic Theory, Elsevier, vol. 49(1), pages 33-83, October.
- Duffie Darrell & Rahi Rohit, 1995. "Financial Market Innovation and Security Design: An Introduction," Journal of Economic Theory, Elsevier, vol. 65(1), pages 1-42, February.
- Yoichi Kuwana, 1995. "Certainty Equivalence And Logarithmic Utilities In Consumption/Investment Problems," Mathematical Finance, Wiley Blackwell, vol. 5(4), pages 297-309.
- Harrison, J. Michael & Pliska, Stanley R., 1981. "Martingales and stochastic integrals in the theory of continuous trading," Stochastic Processes and their Applications, Elsevier, vol. 11(3), pages 215-260, August.
- Zilcha, Itzhak & Eldor, Rafael, 1991. "Exporting firm and forward markets: the multiperiod case," Journal of International Money and Finance, Elsevier, vol. 10(1), pages 108-117, March.
- Lioui, Abraham, 1999. "Spreading currency forwards: why and how?," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 305-317, February.
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