Optimal consumption and investment policies with bankruptcy modelled by a diffusion with delayed reflection

Author

Sethi, S.S. ; Taksar, M.I.

Author_Institution

University of Toronto, Toronto, Ontario, Canada

fYear

1986

fDate

10-12 Dec. 1986

Firstpage

267

Lastpage

269

Keywords

Delay; Integrated circuit modeling; Investments; Reflection;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1986 25th IEEE Conference on

Conference_Location

Athens, Greece

Type

DOI

10.1109/CDC.1986.267243

Filename

4048752

Link To Document