Optimal Consumption and Investment with Levy Processes



Document title: Optimal Consumption and Investment with Levy Processes
Journal: Revista brasileira de economia
Database: CLASE
System number: 000207521
ISSN: 0034-7140
Authors:
Year:
Season: Oct-Dic
Volumen: 57
Number: 4
Pages: 825-848
Country: Brasil
Language: Inglés
Document type: Artículo
Approach: Analítico
Disciplines: Economía
Keyword: Banca,
Econometría,
Modelos econométricos,
Procesos de Levy,
Mercados incompletos
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