"Optimal portfolio and consumption with habit formation in a jump diffusion ..."

Xinfeng Ruan et al. (2013)

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DOI: 10.1016/J.AMC.2013.07.063

access: closed

type: Journal Article

metadata version: 2020-02-21

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Xinfeng Ruan, Wenli Zhu, Jin Hu, Jiexiang Huang:
Optimal portfolio and consumption with habit formation in a jump diffusion market. Appl. Math. Comput. 222: 391-401 (2013)

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