Finite time Merton strategy under drawdown constraint: a viscosity solution approach
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Publication:2391245
DOI10.1007/s00245-008-9044-yzbMath1170.91378OpenAlexW2036457433MaRDI QIDQ2391245
Publication date: 24 July 2009
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-008-9044-y
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