EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2009.00366.x / rank
 
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Property / OpenAlex ID: W2014282155 / rank
 
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Latest revision as of 21:42, 1 July 2024

scientific article
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EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
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    EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (English)
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    28 August 2009
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    regime switching
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    optimal consumption-investment
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    stochastic control
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    utility of consumption
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    Markov chains
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    nonlinear ordinary differential equations
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