Optimal consumption problems in discontinuous markets (Q5746732): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/02331934.2013.857409 / rank
 
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Latest revision as of 08:53, 7 July 2024

scientific article; zbMATH DE number 6256424
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English
Optimal consumption problems in discontinuous markets
scientific article; zbMATH DE number 6256424

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    Optimal consumption problems in discontinuous markets (English)
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    7 February 2014
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    single-jump process
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    optimal consumption
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    discontinuous martingale
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    progressive enlargement of filtrations
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