CRRA utility maximization over a finite horizon in an exponential Levy model with finite activity

Stefano Baccarin

Year of publication:	[2024]
Authors:	Baccarin, Stefano
Publisher:	Torino (Italy) : Department of Economics and Statistics, University of Torino
Subject:	Optimal consumption/investment over a finite horizon \| CRRA utility \| Dynamic programming \| Lèvy processes with finite activity \| Integro-differential PDE \| Theorie \| Theory \| Dynamische Optimierung \| Mathematische Optimierung \| Mathematical programming \| Nutzen \| Utility

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