MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127)
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scientific article; zbMATH DE number 7135582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS |
scientific article; zbMATH DE number 7135582 |
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MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (English)
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22 November 2019
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probability of lifetime ruin
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transaction costs
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deterministic control
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riskless assets
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money market
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