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Q3160498 - MaRDI portal

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scientific article

    Statements

    publication date
    9 February 2005
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    zbMATH Keywords
    Optimal investment and consumption
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    optimal trading strategy
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    incomplete market
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    martingale method
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    stochastic control
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    Black-Scholes model
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    duality gap
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    HARA utility
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    90C46
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    60J60
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    93B20
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    60G44
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    60H10
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    60H30
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    93E20
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    zbMATH DE Number
    2133107
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