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

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Revision as of 21:53, 19 March 2024

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Optimal retirement in a general market environment
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    Optimal retirement in a general market environment (English)
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    11 August 2021
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    backward stochastic partial differential variational inequality
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    stochastic free boundary problem
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    early retirement
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    portfolio selection
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    consumption
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    leisure
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    non-Markovian market environment
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