EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5599335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING |
scientific article; zbMATH DE number 5599335 |
Statements
EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (English)
0 references
28 August 2009
0 references
regime switching
0 references
optimal consumption-investment
0 references
stochastic control
0 references
utility of consumption
0 references
Markov chains
0 references
nonlinear ordinary differential equations
0 references
0 references
0 references
0 references
0 references
0.8538766503334045
0 references
0.8431341052055359
0 references
0.827393651008606
0 references
0.8271637558937073
0 references
