Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628)
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scientific article; zbMATH DE number 6506954
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| English | Legendre transform-dual solution for investment and consumption problem under the Vasicek model |
scientific article; zbMATH DE number 6506954 |
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Legendre transform-dual solution for investment and consumption problem under the Vasicek model (English)
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10 November 2015
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dynamic programming
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investment and consumption
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Legendre transform
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the closed-form solution
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the Vasicek model
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0.8726878762245178
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0.8510370850563049
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0.8088650703430176
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0.8029353618621826
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0.7972360849380493
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