Martingale conditions for optimal saving-discrete time
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 5 (1978)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/jmateco
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- Takashi Kamihigashi, 2004.
"Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility,"
Discussion Paper Series
152, Research Institute for Economics & Business Administration, Kobe University.
- Kamihigashi, Takashi, 2005. "Necessity of the transversality condition for stochastic models with bounded or CRRA utility," Journal of Economic Dynamics and Control, Elsevier, vol. 29(8), pages 1313-1329, August.
- Takashi Kamihigashi, 2004. "Necessity of the Transversality Condition for Stochastic Models with Bounded or CRRA Utility," Discussion Paper Series 162, Research Institute for Economics & Business Administration, Kobe University, revised Oct 2004.
- Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742 Elsevier.
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