A Note on Portfolio oprimization in a levy Market with local Substitution and habit formation

Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin
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https://hdl.handle.net/1956/19467
Date
2000-05
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Department of Mathematics, University of Bergen
Series
Department of Applied Mathematics report
142
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Copyright the Department of Mathematics, University of Bergen