An Integral Equation Arising in the Analysis of Investment and Consumption with Stochastic Income

SSRN Electronic Journal 2026 Preprint Open access

Read full text
Authors: Alain Bensoussan, Adannah Duruoha, Seyoung Park, Viswanath Ramakrishna
DOI: 10.2139/ssrn.6082166
Cited by: 0
References: 9

Fields of Study & Subjects

Stochastic processes and financial applications Risk and Portfolio Optimization Economic theories and models

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint