Robust consumption and portfolio policies when asset prices can jump (Q1757535)
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scientific article; zbMATH DE number 7001685
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust consumption and portfolio policies when asset prices can jump |
scientific article; zbMATH DE number 7001685 |
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Robust consumption and portfolio policies when asset prices can jump (English)
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15 January 2019
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optimal consumption and portfolio selection
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jumps
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Lévy processes
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robust control
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0.834739625453949
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0.8056190609931946
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0.8044621348381042
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0.7841953039169312
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0.782820463180542
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