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A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS

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Publisher copy:
10.1142/S021902490600386X

Authors


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Institution:
University of Oxford
Department:
Oxford, MPLS, Oxford-Man
HOBSON, DAVID More by this author
Journal:
International Journal of Theoretical and Applied Finance
Volume:
09
Issue:
06
Pages:
997-1007
Publication date:
2006-09-05
DOI:
EISSN:
1793-6322
ISSN:
0219-0249
URN:
uuid:408bbd3c-2161-432a-bd8a-292fdaa21f44
Source identifiers:
324994
Local pid:
pubs:324994

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