Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987)
From MaRDI portal
scientific article; zbMATH DE number 7167421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy |
scientific article; zbMATH DE number 7167421 |
Statements
Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (English)
0 references
14 February 2020
0 references
optimal investment and consumption
0 references
subsistence consumption
0 references
stochastic volatility
0 references
asymptotic optimality
0 references
perturbation
0 references
0 references
0 references
0 references
0 references
0 references
