Optimal consumption with stochastic prices in continuous time (Q3751315)
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scientific article; zbMATH DE number 3989038
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal consumption with stochastic prices in continuous time |
scientific article; zbMATH DE number 3989038 |
Statements
Optimal consumption with stochastic prices in continuous time (English)
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1987
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stochastic differential equations
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separable utility function
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optimal consumption policy
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geometric Brownian motions
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0.8560751080513
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0.8496450185775757
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0.8315706849098206
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