Investment, consumption and hedging with lump-sum payoff in finite horizon under incomplete market (Q5417859)
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scientific article; zbMATH DE number 6297939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment, consumption and hedging with lump-sum payoff in finite horizon under incomplete market |
scientific article; zbMATH DE number 6297939 |
Statements
Investment, consumption and hedging with lump-sum payoff in finite horizon under incomplete market (English)
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22 May 2014
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free boundary problem
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investment and consumption
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lump-sum payoff
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finite horizon
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incomplete market
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