Work

Irreversible consumption habit under ambiguity: Singular control and optimal G-stopping time

Year: 2025

Type: article

Source: The Annals of Applied Probability

DOI: 10.1214/25-aap2177

Authors: Kyunghyun Park, Kexin Chen, Hoi Ying Wong

Institutions: Nanyang Technological University, Hong Kong Polytechnic University, Chinese University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4413182689

FWCI: 1.861

Cites: 74

Cited by: 2

Related to: 10