Citation: Xu, Gan-lin et E. Shreve, Steven, A Duality Method for Optimal Consumption and Investment Under Short- Selling Prohibition. I. General Market Coefficients, Annals of applied probability , 2(1), 1992, pp. 87-112
Citation: Xu, Gan-lin et E. Shreve, Steven, A Duality Method for Optimal Consumption and Investment Under Short-Selling Prohibition. II. Constant Market Coefficients, Annals of applied probability , 2(2), 1992, pp. 314-328