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"An approximation algorithm for optimal consumption/investment problems."

Sanjiv R. Das, Rangarajan K. Sundaram (2002)

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DOI: 10.1002/ISAF.213

access: closed

type: Journal Article

metadata version: 2020-08-13

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Sanjiv R. Das, Rangarajan K. Sundaram:
An approximation algorithm for optimal consumption/investment problems. Intell. Syst. Account. Finance Manag. 11(2): 55-69 (2002)

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