Optimal consumption with loss aversion and reference to past spending maximum

Documenti analoghi

• Optimal consumption under a drawdown constraint over a finite horizon
  di: Chen, Xiaoshan, et al.
  Pubblicazione: (2022)
• Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
  di: Bo, Lijun, et al.
  Pubblicazione: (2024)
• A mean field game approach to equilibrium consumption under external habit formation
  di: Bo, Lijun, et al.
  Pubblicazione: (2022)
• Learning to Optimally Stop Diffusion Processes, with Financial Applications
  di: Dai, Min, et al.
  Pubblicazione: (2024)
• Stochastic control problems with state-reflections arising from relaxed benchmark tracking
  di: Bo, Lijun, et al.
  Pubblicazione: (2023)