Optimal Consumption and Sale Strategies for a Risk Averse Agent
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Publication:2832613
DOI10.1137/140982738zbMath1350.91014arXiv1409.3394OpenAlexW137987116MaRDI QIDQ2832613
Publication date: 11 November 2016
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.3394
Optimal stochastic control (93E20) Diffusion processes (60J60) Local time and additive functionals (60J55) Portfolio theory (91G10)
Cites Work
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