نتایج جستجو برای: it consumes time

تعداد نتایج: 4122593  

2008
Erhan Bayraktar

We find the optimal investment strategy to minimize the expected time that an individual’s wealth stays below zero, the so-called occupation time. The individual consumes at a constant rate and invests in a Black-Scholes financial market consisting of one riskless and one risky asset, with the risky asset’s price process following a geometric Brownian motion. We also consider an extension of th...

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