A consumption-investment problem with production possibilities
Yuri Kabanov and Masaaki Kijima
| Year of publication: |
2006
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|---|---|
| Authors: | Kabanov, Jurij M. ; Kijima, Masaaki |
| Published in: |
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]. - Berlin : Springer, ISBN 978-3-540-30782-2. - 2006, p. 315-332
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| Subject: | backward stochastic differential equation | Investitionsentscheidung | Investment decision | Produktion | Production | Kapitalanlage | Financial investment | Intertemporale Entscheidung | Intertemporal choice | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003287167