Dynamic programming for a Markov-switching jump-diffusion (Q396027)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic programming for a Markov-switching jump-diffusion |
scientific article; zbMATH DE number 6328012
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic programming for a Markov-switching jump-diffusion |
scientific article; zbMATH DE number 6328012 |
Statements
Dynamic programming for a Markov-switching jump-diffusion (English)
0 references
8 August 2014
0 references
stochastic optimal control
0 references
jump-diffusion
0 references
Markov-switching
0 references
optimal consumption-investment
0 references
0 references
0 references
0 references
0.8597355484962463
0 references
0.8346241116523743
0 references
0.8278047442436218
0 references
0.8253706097602844
0 references
0.8133032917976379
0 references
