Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Crossref DOI link: https://doi.org/10.1007/s11579-022-00316-6
Published Online: 2022-04-13
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Batbold, Bolorsuvd
Kikuchi, Kentaro
Kusuda, Koji
Funding for this research was provided by:
Japan Society for the Promotion of Science (20K01768)
Text and Data Mining valid from 2022-04-13
Version of Record valid from 2022-04-13
Article History
Received: 9 November 2020
Accepted: 1 March 2022
First Online: 13 April 2022