A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (Q1198577)
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scientific article; zbMATH DE number 90043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients |
scientific article; zbMATH DE number 90043 |
Statements
A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (English)
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16 January 1993
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continuous-time, consumption/investment problem
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