Intertemporal Cost-efficient Consumption

MaRDI QIDQ6730105arXivFDO

Authors Mauricio Elizalde, Stephan Sturm

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Portfolio theory (91G10)

arXiv classification

q-fin.MF

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