Optimal investment and consumption when regime transitions cause price shocks (Q2447410)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption when regime transitions cause price shocks |
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Optimal investment and consumption when regime transitions cause price shocks (English)
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25 April 2014
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event risk
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regime switching
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defaultable bonds
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jump processes
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optimal investment and consumption
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stochastic control
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