A Consumption–Investment Problem with Production Possibilities

Yuri Kabanov () and Masaaki Kijima ()
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Yuri Kabanov: Université de Franche-Comté
Masaaki Kijima: Kyoto University, Graduate School of Economics

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 315-332 from Springer

Keywords: Maximum Principle; Production Possibility; Martingale Measure; Initial Endowment; Pontryagin Maximum Principle (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-30788-4_16

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DOI: 10.1007/978-3-540-30788-4_16

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