Optimal retirement in a general market environment (Q2045148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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