Optimal consumption under a drawdown constraint over a finite horizon

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Xiaoshan, Li, Xun, Yi, Fahuai, Yu, Xiang
Format:	Preprint
Published:	2022
Subjects:	Optimization and Control Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2207.07848