OPTIMAL CONSUMPTION OF AN INVESTMENT.

被引：0

作者：

Jacka, S.D.

机构：

来源：

Stochastics | 1984年 / 13卷 / 1-2期

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D O I：

10.1080/17442508408833310

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学科分类号：

摘要：

We consider a continuous-time stochastic model for the consumption of an invested resource. The optimal consumption policy is derived. A system of prices which stimulate the optimal consumption is identified. The optimal policy and payoff are found explicitly in the case where the interest process has independent increments.

引用

页码：45 / 60

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