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On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk

机译：带有随机市场价格风险的动态证券组合消费问题的检验定理

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The original publication is available at www.springerlink.com

机译：原始出版物可在www.springerlink.com上找到。

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HONDA Toshiki; KAMIMURA Shoji; 本多俊毅; 上村昌司;
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年度 2011
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原文格式 PDF
正文语种 eng
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1. On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk [J] . Toshiki Honda, Shoji Kamimura Asia-Pacific Financial Markets . 2011,第2期

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4. Option Pricing with Stochastic Volatility and Market Price of Risk: An Analytic Approach [C] . NATTAKORN PHEWCHEAN, YONG HONG WU, YONGWIMON LENBURY International Conference on Finite Differences, Finite Elements, Finite Volumes, Boundary Elements . 2013

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5. Equilibrium market prices of risks and risk aversion in a complete stochastic volatility model with habit formation: Empirical risk aversion from S&P 500 index options. [D] . Han, Qian. 2010

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7. On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk [O] . Toshiki Honda, Shoji Kamimura 100

机译：带有随机市场价格风险的动态证券组合消费问题的检验定理

On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk

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