Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy (Q5215987)
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scientific article; zbMATH DE number 7167421
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| English | Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy |
scientific article; zbMATH DE number 7167421 |
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Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (English)
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14 February 2020
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optimal investment and consumption
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subsistence consumption
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stochastic volatility
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asymptotic optimality
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perturbation
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0.7831273078918457
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0.7831273078918457
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0.7759235501289368
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0.7739221453666687
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