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Methods of Mathematical Finance

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Attention for Chapter 6: Constrained Consumption and Investment
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Chapter title
Constrained Consumption and Investment
Chapter number 6
Book title
Methods of Mathematical Finance
Published by
Springer, New York, NY, January 1998
DOI 10.1007/978-0-387-22705-4_6
Book ISBNs
978-1-4419-2852-8, 978-0-387-22705-4

Ioannis Karatzas, Steven E. Shreve