Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite time Merton strategy under drawdown constraint: a viscosity solution approach |
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Finite time Merton strategy under drawdown constraint: a viscosity solution approach (English)
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24 July 2009
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consumption-investment strategy
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drawdown constraint
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viscosity solution
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comparison principle
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