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Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Ferrari, Giorgio, Schütz, Tim Niclas
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Optimization and Control Probability Mathematical Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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