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Results 1-1 of 1 (Search time: 0.002 seconds).
Optimal Retirement in a General Market Environment
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Yang, Zhou; Koo, Hyeng Keun;
Shin, Yong Hyun
Article
Issue Date
2021
Citation
APPLIED MATHEMATICS AND OPTIMIZATION, v.84, no.1, pp 1083 - 1130
Publisher
SPRINGER
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Author
Yang, Zhou
1
Shin, Yong Hyun
1
Subject
2-SECTOR MODEL
1
Backward stochastic partial diffe...
1
DYNKIN GAME
1
Early retirement
1
ECONOMIC-GROWTH
1
Leisure
1
OPTIMAL CONSUMPTION
1
OPTIMAL PORTFOLIO
1
Portfolio selection
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Stochastic free boundary problem
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Date Issued
2021
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Language
ENG
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APPLIED MATHEMATICS AND OPTIMIZATION
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