Optimal Consumption and Portfolio Choice with Stopping (Q3433621)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption and Portfolio Choice with Stopping |
scientific article |
Statements
Optimal Consumption and Portfolio Choice with Stopping (English)
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30 April 2007
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Variational inequality
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Viscosity solution
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Combined control
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Consumption
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Portfolio
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Stopping time
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