Open AccessMaximizing the goal-reaching probability before drawdown with borrowing constraint
Author(s) -
Yu Yuan,
Qi-cai Li
Publication year - 2021
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2021514
Subject(s) - drawdown (hydrology) , constraint (computer aided design) , investment (military) , financial market , investment strategy , constant (computer programming) , mathematical optimization , asset (computer security) , economics , econometrics , budget constraint , microeconomics , mathematics , computer science , finance , engineering , profit (economics) , programming language , geometry , geotechnical engineering , computer security , politics , political science , law , aquifer , groundwater