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Feb 22 2017 Benjamín Vallejo Jiménez and Francisco Venegas Martínez
  Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with multiple Poisson jumps
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Jul 13 2013 Edward W. Sun and Timm Kruse
  Economic Modeling for Optimal Trading of Financial Asset in Volatile Market
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Nov 13 2011 Benoît Sévi and César Baena
  Brownian motion vs. pure-jump processes for individual stocks
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Feb 14 2008 Travaglini Giuseppe
  An exact consumption rule with liquidity constraints and stochastic income
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Jul 03 2003 Paul Makdissi and Nguyen Mahn Hung
  Infantile mortality and fertility decisions in a stochastic environment
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