Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate (Q4643635)
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scientific article; zbMATH DE number 6875395
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| English | Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate |
scientific article; zbMATH DE number 6875395 |
Statements
Unrestricted consumption under a deterministic wealth and an Ornstein–Uhlenbeck process as a discount rate (English)
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28 May 2018
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consumption
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Hamilton-Jacobi-Bellman equation
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optimal control
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Ornstein-Uhlenbeck process
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short rate
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0.8187505006790161
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0.8011545538902283
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0.7797738313674927
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0.766271710395813
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0.7606675624847412
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