Foldes, Lucien (1990) Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In: Davis, M. H. A. and Elliot, R. J., (eds.) Applied stochastic analysis. Gordon & Breach Science Publishers Ltd, Hawthorn, Australia, pp. 343-387. ISBN 9782881247163
| Item Type: | Book Section |
|---|---|
| Official URL: | http://www.taylorandfrancisgroup.com |
| Additional Information: | © 1990 Gordon & Breach Science Publishers Ltd |
| Library of Congress subject classification: | H Social Sciences > HG Finance |
| Sets: | Research centres and groups > Financial Markets Group (FMG) Collections > Economists Online Departments > Economics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/5152/ |
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