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"On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment."
Michael Taksar, Xudong Zeng (2009)
- Michael Taksar, Xudong Zeng:
On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment. SIAM J. Control. Optim. 48(5): 2984-3002 (2009)
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