Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients (Q3427523): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients |
scientific article |
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Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients (English)
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20 March 2007
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optimal investment and consumption
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incomplete markets
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stochastic volatility
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Martingale method
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optimal control
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Black-Scholes model
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