EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING |
scientific article |
Statements
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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