Journal Articles
Finance and Stochastics
Year : 2022
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Submitted on : Tuesday, May 17, 2022-4:57:30 PM
Last modification on : Friday, August 5, 2022-11:55:15 AM
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- HAL Id : hal-03670776 , version 1
- ARXIV : 2006.07223
- DOI : 10.1007/s00780-022-00475-w
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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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