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Keywords
- Maximum Principle
- Production Possibility
- Martingale Measure
- Initial Endowment
- Pontryagin Maximum Principle
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Kabanov, Y., Kijima, M. (2006). A Consumption–Investment Problem with Production Possibilities. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_16
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DOI: https://doi.org/10.1007/978-3-540-30788-4_16
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