This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2003 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Rogers, L. (2003). Duality in constrained optimal investment and consumption problems: a synthesis. In: Paris-Princeton Lectures on Mathematical Finance 2002. Lecture Notes in Mathematics, vol 1814. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-44859-4_3
Download citation
DOI: https://doi.org/10.1007/978-3-540-44859-4_3
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-40193-3
Online ISBN: 978-3-540-44859-4
eBook Packages: Springer Book Archive