Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process (Q3360773)
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scientific article; zbMATH DE number 4213896
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| English | Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process |
scientific article; zbMATH DE number 4213896 |
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Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process (English)
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1991
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optimal consumption
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martingale theory
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0.8150330781936646
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0.797115683555603
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0.7957494854927063
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0.7953988313674927
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