LEGENDRE TRANSFORM-DUAL SOLUTION FOR INVESTMENT AND CONSUMPTION PROBLEM UNDER THE VASICEK MODEL

CHANG Hao , CHANG Kai

Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (5) : 911-927.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (5) : 911-927. DOI: 10.1007/s11424-014-1165-6
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LEGENDRE TRANSFORM-DUAL SOLUTION FOR INVESTMENT AND CONSUMPTION PROBLEM UNDER THE VASICEK MODEL

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2014, 27(5): 911-927 https://doi.org/10.1007/s11424-014-1165-6

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