"Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite ..."

Monique Jeanblanc, Peter Lakner, Ashay Kadam (2004)

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DOI: 10.1287/MOOR.1030.0084

access: closed

type: Journal Article

metadata version: 2017-06-14

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Monique Jeanblanc, Peter Lakner, Ashay Kadam:
Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy. Math. Oper. Res. 29(3): 649-671 (2004)

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