Optimal investment-consumption problem with constraint (Q380510): Difference between revisions
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Revision as of 08:14, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption problem with constraint |
scientific article |
Statements
Optimal investment-consumption problem with constraint (English)
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14 November 2013
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investment
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consumption
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martingale
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duality
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dynamic risk constraint
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