Optimal retirement in a general market environment (Q2045148): Difference between revisions

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+https://doi.org/10.1007/s00245-020-09671-6
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+W3014393764
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+Nonlinear variational inequalities and differential games with stopping times
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+DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
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+OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
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+Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
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+Lifetime consumption and investment: retirement and constrained borrowing
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Stochastic games and variational inequalities
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Adapted solution of a backward semilinear stochastic evolution equation
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+On semi-linear degenerate backward stochastic partial differential equations
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Utility Maximization with Discretionary Stopping
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+A Dynkin game under Knightian uncertainty
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+Optimal Dynamic Momentum Strategies
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+Optimal stopping under adverse nonlinear expectation and related games
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+Q3378055
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+On the quasi-linear reflected backward stochastic partial differential equations
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+Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations
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+Optimal Consumption and Portfolio Selection with Early Retirement Option
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+Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality
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+Q4255599
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