Optimal retirement in a general market environment (Q2045148)

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scientific article; zbMATH DE number 7381030
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    Optimal retirement in a general market environment
    scientific article; zbMATH DE number 7381030

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      Optimal retirement in a general market environment (English)
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      11 August 2021
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      backward stochastic partial differential variational inequality
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      stochastic free boundary problem
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      early retirement
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      portfolio selection
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      consumption
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      leisure
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      non-Markovian market environment
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