Optimal retirement in a general market environment (Q2045148): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal retirement in a general market environment |
scientific article |
Statements
Optimal retirement in a general market environment (English)
0 references
11 August 2021
0 references
backward stochastic partial differential variational inequality
0 references
stochastic free boundary problem
0 references
early retirement
0 references
portfolio selection
0 references
consumption
0 references
leisure
0 references
non-Markovian market environment
0 references
