Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988)
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scientific article; zbMATH DE number 7571109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategy for a family with a random household expenditure under the CEV model |
scientific article; zbMATH DE number 7571109 |
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Optimal investment strategy for a family with a random household expenditure under the CEV model (English)
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12 August 2022
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optimal investment strategy
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stochastic household expenditure
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constant elasticity of variance
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Feynman-Kac formula
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