No label defined (Q3160498)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
9 February 2005
0 references
Optimal investment and consumption
0 references
optimal trading strategy
0 references
incomplete market
0 references
martingale method
0 references
stochastic control
0 references
Black-Scholes model
0 references
duality gap
0 references
HARA utility
0 references
