A variational problem arising in financial economics
type: Item
instance of: scholarly article
title: A variational problem arising in financial economics
zbMATH Open document ID: 0734.90009
DOI: 10.1016/0304-4068(91)90004-D
author: John C. Cox
author: Chi-fu Huang
published in: Journal of Mathematical Economics
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 49J40
zbMATH DE Number: 4215633
zbMATH Keywords: dynamic consumption-portfolio problem
zbMATH Keywords: continuous time
MaRDI profile type: Publication
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full work available at URL: 0304-4068(91)90004-d
OpenAlex ID: W2015712383
Wikidata QID: Q127960079
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description: scientific article; zbMATH DE number 4215633