EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971)
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scientific article; zbMATH DE number 5599335
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| English | EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING |
scientific article; zbMATH DE number 5599335 |
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EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (English)
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28 August 2009
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regime switching
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optimal consumption-investment
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stochastic control
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utility of consumption
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Markov chains
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nonlinear ordinary differential equations
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0.8538766503334045
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0.8431341052055359
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0.827393651008606
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0.8271637558937073
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