Last update: Sat Oct 14 02:54:42 MDT 2017
@Article{Rogers:2003:DCO,
author = "L. C. G. Rogers",
title = "Duality in constrained optimal investment and
consumption problems: a synthesis",
journal = j-LECT-NOTES-MATH,
volume = "1814",
pages = "95--131",
year = "2003",
CODEN = "LNMAA2",
DOI = "https://doi.org/10.1007/978-3-540-44859-4_3",
ISBN = "3-540-40193-8 (print), 3-540-44859-4 (e-book)",
ISBN-13 = "978-3-540-40193-3 (print), 978-3-540-44859-4
(e-book)",
ISSN = "0075-8434 (print), 1617-9692 (electronic)",
ISSN-L = "0075-8434",
MRclass = "91B28 (49N15 60H10 90B50 91B62)",
MRnumber = "2021791 (2005c:91067)",
MRreviewer = "Jan Kallsen",
bibdate = "Fri May 9 19:07:17 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/lnm2000.bib",
URL = "http://link.springer.com/chapter/10.1007/978-3-540-44859-4_3/",
acknowledgement = ack-nhfb,
book-DOI = "https://doi.org/10.1007/b12041",
book-URL = "http://www.springerlink.com/content/978-3-540-44859-4",
fjournal = "Lecture Notes in Mathematics",
journal-URL = "http://link.springer.com/bookseries/304",
}