2010年10月31日星期日
Sam's Choice @ blogger.com: My First Blog:: On Stochastic Control on Random Ho...
http://samuelyusunwang.blogspot.com/2010/10/my-first-blog-on-stochastic-control-on.html?spref=bl: "The main reference paper is El Karoui's paper: 'Optimal Investment and consumption with random time'. Now the value function..."
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