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Consumption-investment under alternative stochastic-integral conventions
We study the Merton consumption-investment problem when risky asset dynamics are written under stochastic-integral conventions indexed by $α$, interpolating between the Itô ($α=0$), Stratonovich ($α=1/2$), and Hänggi-Klimontovich ($α=1$) conventions. Transforming the drift jointly with the conventio
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