An optimal consumption problem for general factor models (Q4586150)
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scientific article; zbMATH DE number 6935550
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| English | An optimal consumption problem for general factor models |
scientific article; zbMATH DE number 6935550 |
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An Optimal Consumption Problem for General Factor Models (English)
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12 September 2018
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optimal consumption problem
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power utility
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factor model
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HJB equation
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subsolution
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supersolution
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0.8650790452957153
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0.8592988848686218
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0.8534865379333496
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0.8417710661888123
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