Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process
type: Item
instance of: scholarly article
title: Optimal Consumption by a Bond Investor: The Case of Random Interest Rate Adapted to a Point Process
zbMATH Open document ID: 0733.93084
DOI: 10.1137/0329036
author: Peter Lakner
author: Eric V. Slud
published in: SIAM Journal on Control and Optimization
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49J55
zbMATH DE Number: 4213896
zbMATH Keywords: optimal consumption
zbMATH Keywords: martingale theory
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/0329036
OpenAlex ID: W2173827078
description: scientific article