Dynamic programming for a Markov-switching jump-diffusion (Q396027)
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scientific article; zbMATH DE number 6328012
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic programming for a Markov-switching jump-diffusion |
scientific article; zbMATH DE number 6328012 |
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Dynamic programming for a Markov-switching jump-diffusion (English)
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8 August 2014
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stochastic optimal control
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jump-diffusion
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Markov-switching
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optimal consumption-investment
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0.8597355484962463
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0.8346241116523743
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0.8278047442436218
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0.8253706097602844
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0.8133032917976379
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