Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932)
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scientific article
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| English | Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption |
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Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (English)
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19 January 2015
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utility maximization
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incomplete markets
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duality theory
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Legendre-Fenchel transformation
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stochastic clock
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0.8953020572662354
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0.8450071215629578
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0.8288962841033936
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0.8261508941650391
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0.8244283199310303
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