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Journal Articles Finance and Stochastics Year : 2022

Optimal consumption with reference to past spending maximum

Shuoqing Deng
  • Function : Author
Xun Li
  • Function : Author
Xiang Yu
  • Function : Author

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hal-03670776 , version 1 (17-05-2022)

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Shuoqing Deng, Xun Li, Huyên Pham, Xiang Yu. Optimal consumption with reference to past spending maximum. Finance and Stochastics, 2022, 26 (2), pp.217-266. ⟨10.1007/s00780-022-00475-w⟩. ⟨hal-03670776⟩

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