Optimal consumption and portfolio under inflation and Markovian switching (Q5411905)
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scientific article; zbMATH DE number 6288395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio under inflation and Markovian switching |
scientific article; zbMATH DE number 6288395 |
Statements
Optimal consumption and portfolio under inflation and Markovian switching (English)
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25 April 2014
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financial market with Markovian switching
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generalized Itō formula
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optimal consumption and portfolio
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HJB equations
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inflation
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