Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite horizon portfolio selection problems with stochastic borrowing constraints |
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Finite horizon portfolio selection problems with stochastic borrowing constraints (English)
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9 June 2021
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consumption and investment
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stochastic borrowing constraint
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stochastic income
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optimal-stopping problem
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variational inequality
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martingale method
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