Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645)
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| Language | Label | Description | Also known as |
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| English | Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models |
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Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (English)
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15 October 2019
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stochastic control
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liquidity risk
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lifetime uncertainty
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regime-switching
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Markov chain approximation method
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