High risk aversion Merton's problem without transversality conditions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Biffis, Enrico, Di Girolami, Cristina, Federico, Salvatore, Gozzi, Fausto
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 93E20, 49L12
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2508.02596