Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6047699
@@ Property / zbMATH DE Number: 6047699 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal consumption/investment model
@@ Property / zbMATH Keywords: optimal consumption/investment model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+utility maximization
@@ Property / zbMATH Keywords: utility maximization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+thin stocks
@@ Property / zbMATH Keywords: thin stocks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic control theory
@@ Property / zbMATH Keywords: stochastic control theory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic programming
@@ Property / zbMATH Keywords: dynamic programming / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jump-diffusion dynamics
@@ Property / zbMATH Keywords: jump-diffusion dynamics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo simulations
@@ Property / zbMATH Keywords: Monte Carlo simulations / rank @@
+Normal rank

Revision as of 23:14, 29 June 2023