Optimal lifetime consumption and investment under a drawdown constraint
| Year of publication: |
2008
|
|---|---|
| Authors: | Elie, Romuald ; Touzi, Nizar |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 12.2008, 3, p. 299-330
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