Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488)
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scientific article; zbMATH DE number 7787933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets |
scientific article; zbMATH DE number 7787933 |
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Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (English)
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15 January 2024
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utility maximization
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convex duality
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ratcheting of consumption
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drawdown constraint on consumption
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running maximum
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incomplete markets
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