Year: 2021
Type: article
Abstract: We consider a consumption-investment problem (both on a finite and an infinite time horizon) in which the investor has access to a bond market. In our approach prices of bonds with different maturities are described by the general HJM factor model. We ass
Source: Annales Polonici Mathematici
Authors: Szymon Peszat, Dariusz Zawisza
Institution: Jagiellonian University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3096027284