Optimal consumption with reference to past spending maximum

Shuoqing Deng, Xun Li, Huyên Pham () and Xiang Yu
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Huyên Pham: UPD7 - Université Paris Diderot - Paris 7, LPSM (UMR_8001) - Laboratoire de Probabilités, Statistique et Modélisation - UPD7 - Université Paris Diderot - Paris 7 - SU - Sorbonne Université - CNRS - Centre National de la Recherche Scientifique, ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique

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Date: 2022-04
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Published in Finance and Stochastics, 2022, 26 (2), pp.217-266. ⟨10.1007/s00780-022-00475-w⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03947571

DOI: 10.1007/s00780-022-00475-w

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