Optimal retirement in a general market environment (Q2045148)
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scientific article; zbMATH DE number 7381030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal retirement in a general market environment |
scientific article; zbMATH DE number 7381030 |
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Optimal retirement in a general market environment (English)
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11 August 2021
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backward stochastic partial differential variational inequality
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stochastic free boundary problem
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early retirement
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portfolio selection
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consumption
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leisure
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non-Markovian market environment
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0.88277733
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0.8801981
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0.8720923
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0.8680507
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0.86095774
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0.85963666
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0.85942423
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