Non-addictive habits: optimal consumption-portfolio policies. (Q1421889): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-addictive habits: optimal consumption-portfolio policies. |
scientific article |
Statements
Non-addictive habits: optimal consumption-portfolio policies. (English)
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3 February 2004
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Habit formation
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Non-addiction
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Constrained consumption-portfolio
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optimization
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Stopping times
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Recursive (backward) stochastic equations and inequalities
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Asian
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capped options
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