Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245): Difference between revisions

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Latest revision as of 19:33, 1 July 2024

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Finite time Merton strategy under drawdown constraint: a viscosity solution approach
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    Finite time Merton strategy under drawdown constraint: a viscosity solution approach (English)
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    24 July 2009
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    consumption-investment strategy
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    drawdown constraint
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    viscosity solution
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    comparison principle
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