Optimal investment-consumption policies selection for Heston model (Q2824733)
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scientific article; zbMATH DE number 6635251
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| English | Optimal investment-consumption policies selection for Heston model |
scientific article; zbMATH DE number 6635251 |
Statements
6 October 2016
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Heston model
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HJB equation
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power utility
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investment policy
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consumption policy
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Optimal investment-consumption policies selection for Heston model (English)
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0.8333753943443298
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0.8158755302429199
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0.8042903542518616
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0.8035061955451965
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