Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach-Reference-Cited by-同舟云学术

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Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach

Published:2001-07 Issue:3 Volume:5 Page:275-303
ISSN:0949-2984
Container-title:Finance and Stochastics
language:en
Short-container-title:Finance Stochast

Author:

Benth Fred Espen,Karlsen Kenneth Hvistendahl,Reikvam Kristin

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/PL00013538.pdf

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