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doi.org/10.1007/s00780-022-00475-w
Optimal consumption with reference to past spending maximum
Shuoqing Deng
4
,
Xun Li
33
,
...,
Xiang Yu
10
View all 4 authors
Finance and Stochastics
1.40
Volume: 26, Issue: 2, Pages: 217 - 266
Published
: Mar 9, 2022
22
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Paper Fields
Finance
Physics
Sociology
Mathematical economics
Exponential function
Organic chemistry
Dual (grammatical number)
Consumption (sociology)
Mathematics
Social science
Literature
Mathematical optimization
Art
Bellman equation
State variable
Piecewise
Mathematical analysis
Fraction (chemistry)
Economics
Variable (mathematics)
Chemistry
Hamilton–Jacobi–Bellman equation
Maximum principle
Applied mathematics
Optimal control
Mathematical finance
Thermodynamics
Paper Details
Title
Optimal consumption with reference to past spending maximum
DOI
doi.org/10.1007/s00780-022-00475-w
Published Date
Mar 9, 2022
Journal
Finance and Stochastics
Volume
26
Issue
2
Pages
217 - 266
Notes
History
View all history