Pages that link to "Item:Q890628"
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The following pages link to Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628):
Displaying 3 items.
- Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
- Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
- Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)