This paper examines and study the optimal portfolio and wealth valuation involving stochastic cash inflows and stochastic cash outflows for a certain investor who trades in a complete diffusion models, receives a stochastic cash inflows and pays a stochastic outflows. The dynamics of the wealth process is assumed to involved two risky assets and a cash account. We established the optimal value of wealth and show that the cash inflows and cash outflows depend on the optimal wealth of the investor.
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