Optimal consumption problems in discontinuous markets (Q5746732)
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: Optimal consumption problems in discontinuous markets |
scientific article; zbMATH DE number 6256424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption problems in discontinuous markets |
scientific article; zbMATH DE number 6256424 |
Statements
Optimal consumption problems in discontinuous markets (English)
0 references
7 February 2014
0 references
single-jump process
0 references
optimal consumption
0 references
discontinuous martingale
0 references
progressive enlargement of filtrations
0 references
