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Consumption and Portfolio Optimisation at the End of the Life-Cycle: A Combined Optimal Stopping (Annuitisation) and Optimal Control Problem (COSOCP)

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Consumption and Portfolio Optimisation at the End of the Life-Cycle: A Combined Optimal Stopping (Annuitisation) and Optimal Control Problem (COSOCP)

Suedwestdeutscher Verlag fuer Hochschulschriften, 2009, ISBN 9783838104812

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