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A continuous time framework for sequential goal-based wealth management
Capponi, Agostino; Zhang, Yuchong - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 7664-7691
Persistent link: https://www.econbiz.de/10015144290
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The opportunity process for optimal consumption and investment with power utility
Nutz, Marcel - In: Mathematics and financial economics 3 (2010) 3/4, pp. 139-159
Persistent link: https://www.econbiz.de/10008659799
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Stochastic target games and dynamic programming via regularized viscosity solutions
Bouchard, Bruno; Nutz, Marcel - In: Mathematics of operations research 41 (2016) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10011448306