Erratum: Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market (Applied Mathematics and Computation)

Xinfeng Ruan*, Wenli Zhu, Jin Hu, Jiexiang Huang

*Corresponding author for this work

Research output: Contribution to journalComment/debate

Original languageEnglish
Pages (from-to)235-236
Number of pages2
JournalApplied Mathematics and Computation
Volume232
DOIs
Publication statusPublished - 1 Apr 2014
Externally publishedYes

Keywords

  • Equity premium puzzle
  • Habit formation
  • Jump diffusions market
  • Portfolio and consumption
  • Stochastic control
  • The maximum principle

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