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Effect of labour income on the optimal bankruptcy problem - MaRDI portal

Effect of labour income on the optimal bankruptcy problem (Q6549610)

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scientific article; zbMATH DE number 7859356
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English
Effect of labour income on the optimal bankruptcy problem
scientific article; zbMATH DE number 7859356

    Statements

    Effect of labour income on the optimal bankruptcy problem (English)
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    4 June 2024
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    power utility optimization
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    bankruptcy stopping time
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    consumption-portfolio-leisure controls
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    Legendre-Fenchel transform
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    variational inequalities
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