A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (Q1198577)
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scientific article; zbMATH DE number 90043
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| English | A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients |
scientific article; zbMATH DE number 90043 |
Statements
A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (English)
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16 January 1993
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continuous-time, consumption/investment problem
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0.927989900112152
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0.8357667922973633
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0.8171225786209106
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0.8170090317726135
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