Duality in optimal consumption-investment problems with alternative data
Kexin Chen, Hoi Ying Wong
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Kexin ; Wong, Hoi Ying |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 28.2024, 3, p. 709-758
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| Subject: | Consumption-investment problem | Duality approach | Jump-diffusion process | Partial observation | Stochastischer Prozess | Stochastic process | Duales Optimierungsproblem | Dual optimization problem | Investition | Investment | Konsumtheorie | Consumption theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-024-00535-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015130378