Continuous-time optimal portfolio choice under regime-switching (Q3131272)
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scientific article; zbMATH DE number 6830867
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| English | Continuous-time optimal portfolio choice under regime-switching |
scientific article; zbMATH DE number 6830867 |
Statements
29 January 2018
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optimal portfolio choice
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state dynamics
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hidden Markov model
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hedging portfolio
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0.8417709469795227
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0.8301028609275818
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0.8291974067687988
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0.8150538802146912
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0.8136193156242371
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