Finite horizon portfolio selection with durable goods
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Publication:2236188
DOI10.1016/J.MATHSOCSCI.2021.03.016zbMath1472.91043OpenAlexW3153976847MaRDI QIDQ2236188
Junkee Jeon, Kyunghyun Park, Hyeng Keun Koo
Publication date: 22 October 2021
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2021.03.016
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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