Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369)
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scientific article; zbMATH DE number 7356905
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| English | Finite horizon portfolio selection problems with stochastic borrowing constraints |
scientific article; zbMATH DE number 7356905 |
Statements
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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0.92263293
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0.91038656
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0.90970594
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0.9066584
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0.90213275
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0.8999487
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0.8970845
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0.8777963
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0.87566876
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