Optimization of consumption with labor income
Year of publication: |
1998-07-27
|
---|---|
Authors: | Karoui, Nicole El ; Jeanblanc-PicquƩ, Monique |
Published in: |
Finance and Stochastics. - Springer. - Vol. 2.1998, 4, p. 409-440
|
Publisher: |
Springer |
Subject: | Portfolio optimization | labor income | American option | optimal stopping problem |
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