Non-addictive habits: optimal consumption-portfolio policies. (Q1421889)
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scientific article; zbMATH DE number 2037166
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| English | Non-addictive habits: optimal consumption-portfolio policies. |
scientific article; zbMATH DE number 2037166 |
Statements
Non-addictive habits: optimal consumption-portfolio policies. (English)
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3 February 2004
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Habit formation
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Non-addiction
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Constrained consumption-portfolio
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optimization
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Stopping times
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Recursive (backward) stochastic equations and inequalities
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Asian
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capped options
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0.8604324
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0.84596604
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0.84321237
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0.8414062
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0.8355816
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0.83277416
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0.83076596
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0.8285966
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