2019•SSRN Electronic JournalOpen access

Optimal Investment-Consumption-Insurance with Durable and Perishable Consumption Goods in a Jump Diffusion Market

Jin Sun, Ryle S. Perera, Pavel V. Shevchenko

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Key concepts: Durable good, Consumption (sociology), Economics, Transaction cost, Jump diffusion, Microeconomics, Investment (military), Stochastic control

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