Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987)
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scientific article; zbMATH DE number 7167421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy |
scientific article; zbMATH DE number 7167421 |
Statements
Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (English)
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14 February 2020
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optimal investment and consumption
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subsistence consumption
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stochastic volatility
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asymptotic optimality
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perturbation
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