Dynamic consumption and asset allocation with derivative securities

Author: Hsuku Yuan-Hung  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.7, Iss.2, 2007-04, pp. : 137-149

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract