An Optimal Consumption Problem for General Factor Models (Q4586150): Difference between revisions

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Latest revision as of 10:22, 30 July 2024

scientific article; zbMATH DE number 6935550
Language Label Description Also known as
English
An Optimal Consumption Problem for General Factor Models
scientific article; zbMATH DE number 6935550

    Statements

    An Optimal Consumption Problem for General Factor Models (English)
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    12 September 2018
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    optimal consumption problem
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    power utility
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    factor model
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    HJB equation
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    subsolution
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    supersolution
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