Lifetime investment and consumption with recursive preferences and small transaction costs
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Publication:5855951
DOI10.1111/mafi.12245OpenAlexW2618095941MaRDI QIDQ5855951
Frank Thomas Seifried, Johannes Muhle-Karbe, Yaroslav Melnyk
Publication date: 23 March 2021
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12245
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