An optimal consumption and investment problem with quadratic utility and negative wealth constraints
Crossref DOI link: https://doi.org/10.1186/s13660-017-1469-x
Published Online: 2017-08-15
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Roh, Kum-Hwan
Kim, Ji Yeoun
Shin, Yong Hyun
Funding for this research was provided by:
National Research Foundation of Korea (NRF-2015R1C1A1A02037039, NRF-2016R1A2B4008240, NRF-2016R1A2B4008240)
License valid from 2017-08-15