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© 2003 Springer-Verlag Berlin Heidelberg
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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
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DOI: https://doi.org/10.1007/978-3-540-44859-4_3
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