Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.708109 |
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Title: | The Merton problem with a drawdown constraint on consumption and generalisations of put-call symmetry and self-duality | ||||
Author: | Thillaisundaram, Arun |
ISNI:
0000 0004 6058 2241
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Awarding Body: | University of Cambridge | ||||
Current Institution: | University of Cambridge | ||||
Date of Award: | 2014 | ||||
Availability of Full Text: |
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Abstract: | |||||
No abstract available
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Supervisor: | Not available | Sponsor: | Not available | ||
Qualification Name: | Thesis (Ph.D.) | Qualification Level: | Doctoral | ||
EThOS ID: | uk.bl.ethos.708109 | DOI: | Not available | ||
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