Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Finite time Merton strategy under drawdown constraint: a viscosity solution approach |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite time Merton strategy under drawdown constraint: a viscosity solution approach |
scientific article |
Statements
Finite time Merton strategy under drawdown constraint: a viscosity solution approach (English)
0 references
24 July 2009
0 references
consumption-investment strategy
0 references
drawdown constraint
0 references
viscosity solution
0 references
comparison principle
0 references
