Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models (Q5256324): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1406.3112 / rank | |||
Normal rank | |||
Revision as of 01:37, 20 April 2024
scientific article; zbMATH DE number 6448696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models |
scientific article; zbMATH DE number 6448696 |
Statements
Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models (English)
0 references
22 June 2015
0 references
jump-telegraph model
0 references
Markov-modulated
0 references
martingale method
0 references
optimal investment-consumption
0 references
pure jump model
0 references
regime switching
0 references
utility maximization
0 references
