Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy.

Monique Jeanblanc Peter Lakner Ashay Kadam Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy. 649-671 2004 29 Math. Oper. Res. 3 http://dx.doi.org/10.1287/moor.1030.0084 db/journals/mor/mor29.html#JeanblancLK04