"Optimal Consumption and Investment Policies Allowing Consumption ..."

John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve (1983)

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DOI: 10.1287/MOOR.8.4.613

access: closed

type: Journal Article

metadata version: 2017-06-14

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John P. Lehoczky, Suresh P. Sethi, Steven E. Shreve:
Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy. Math. Oper. Res. 8(4): 613-636 (1983)

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