Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms

Author： Duarte I.   Pinheiro D.   Pinto A.A.   Pliska S.R.  

Publisher： Taylor & Francis Ltd

ISSN： 0233-1934

Source： Optimization, Vol.63, Iss.11, 2014-11, pp. : 1737-1760

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