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A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients - MaRDI portal

A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients (Q1186298)

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scientific article; zbMATH DE number 36420
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English
A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients
scientific article; zbMATH DE number 36420

    Statements

    A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients (English)
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    28 June 1992
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