Consumption processes and positively homogeneous projection properties

Tom Fischer ()

Finance and Stochastics, 2008, vol. 12, issue 3, 357-380

Keywords: Consumption strategies; Income drawdown; log-Lévy processes; Martingale consumption; Positive homogeneity; Smooth bonus; E21; G22; G23; 91B28; 93E99 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s00780-008-0064-x

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