Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market

Xinfeng Ruan, Wenli Zhu, Jin Hu and Jiexiang Huang

Applied Mathematics and Computation, 2014, vol. 232, issue C, 235-236

Abstract: We correct (17), (19), (20), (21), (46) and (48) in [1].

Keywords: Portfolio and consumption; Habit formation; Stochastic control; Jump diffusions market; The maximum principle; Equity premium puzzle (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:232:y:2014:i:c:p:235-236

DOI: 10.1016/j.amc.2014.01.060

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