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المؤلفون: Källblad Nordin, Sigrid
المصدر: SIAM Journal on Financial Mathematics. 11(2):494-525
مصطلحات موضوعية: optimal investment and consumption, forward criteria, Black's investment problem, inverse investment problems, dynamic consistency, stochastic utility functions, progressive utilities, infinite horizon Merton criteria
وصف الملف: print
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المؤلفون: Karel Janeček, Zheng Li, Mihai Sîrbu
المصدر: SIAM Journal on Financial Mathematics. 11:750-787
مصطلحات موضوعية: Consumption (economics), Stochastic control, Numerical Analysis, 050208 finance, Applied Mathematics, Mathematical finance, 05 social sciences, Jump diffusion, Watermark, Investment (macroeconomics), 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Econometrics, Reflection (physics), Economics, Infinite horizon, 0101 mathematics, Finance
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_________::36260cacfed2d13bcaffc9672b5be62cTest
https://doi.org/10.1137/18m1205066Test