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"Optimal Consumption Under a Habit-Formation Constraint: The Deterministic ..."

Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young (2023)

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DOI: 10.1137/22M1471560

access: closed

type: Journal Article

metadata version: 2023-08-18

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  - journals/siamfm/AngoshtariBY23
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Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young:
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case. SIAM J. Financial Math. 14(2): 557-597 (2023)

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