OPTIMAL INVESTMENT OF A LIFE INTEREST (Q3126237)

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OPTIMAL INVESTMENT OF A LIFE INTEREST
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    Statements

    title
    OPTIMAL INVESTMENT OF A LIFE INTEREST (English)
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    publication date
    20 July 1997
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    zbMATH Keywords
    stochastic control
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    Nash optimal solution
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    life-tenant
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    geometric Brownian motion
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    Pareto optimal investment strategies
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    author
    S. D. Jacka
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    Identifiers

    zbMATH DE Number
    994129
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