Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale (Q5122296): Difference between revisions

@@ Property / author @@
-Igor G. Pospelov
@@ Property / author: Igor G. Pospelov / rank @@
-Normal rank
@@ Property / author @@
+Igor G. Pospelov
@@ Property / author: Igor G. Pospelov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-030-40616-5_19
+Normal rank
@@ Property / OpenAlex ID @@
+W3006008398
@@ Property / OpenAlex ID: W3006008398 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2788897
@@ Property / cites work: Q2788897 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of stochastic differential equations with jumps and applications.
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of dynamic equilibrium models under Poisson uncertainty
+Normal rank