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Optimal investment-consumption problem with discontinuous prices and random horizon

Published Online: 2025-06-26

Published Print: 2025-06

Authors

Chen, Tian

Huang, Zong-yuan

Wu, Zhen
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Text and Data Mining valid from 2025-06-01

Version of Record valid from 2025-06-01
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Article History

Received: 26 May 2021

Revised: 18 November 2021

First Online: 26 June 2025

Declarations

: Conflict of interest The authors declare no conflict of interest.

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