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  • Search: subject:"Duality approach"
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Consumption theory 1 Consumption-investment problem 1 Dual optimization problem 1 Duales Optimierungsproblem 1 Duality approach 1 Investition 1 Investment 1 Jump-diffusion process 1 Konsumtheorie 1 Partial observation 1 Stochastic process 1 Stochastischer Prozess 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Kexin 1 Wong, Hoi Ying 1
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Finance and stochastics 1
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Duality in optimal consumption-investment problems with alternative data
Chen, Kexin; Wong, Hoi Ying - In: Finance and stochastics 28 (2024) 3, pp. 709-758
Persistent link: https://www.econbiz.de/10015130378
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