On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk
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Volume (Year): 18 (2011)
Issue (Month): 2 (May)
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- Thaleia Zariphopoulou, 2001. "A solution approach to valuation with unhedgeable risks," Finance and Stochastics, Springer, vol. 5(1), pages 61-82.
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