On investment consumption modeling with jump process extensions for productive sectors (Q262002)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On investment consumption modeling with jump process extensions for productive sectors |
scientific article |
Statements
On investment consumption modeling with jump process extensions for productive sectors (English)
0 references
29 March 2016
0 references
stochastic optimal control
0 references
investment consumption model
0 references
Poisson process
0 references
HARA utility
0 references
dynamic programming
0 references
0 references
0 references
