OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275): Difference between revisions
From MaRDI portal
Latest revision as of 12:38, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT |
scientific article |
Statements
OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (English)
0 references
13 March 2017
0 references
utility maximization
0 references
random endowment
0 references
incomplete markets
0 references
convex duality
0 references
optimal investment
0 references
stochastic clock
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references