Optimization of consumption with labor income

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Publication:1265773


DOI10.1007/s007800050048zbMath0930.60050MaRDI QIDQ1265773

Nicole El Karoui, Monique Jeanblanc-Picqué

Publication date: 15 February 2000

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050048


91B16: Utility theory

60H30: Applications of stochastic analysis (to PDEs, etc.)


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