Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245)

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scientific article; zbMATH DE number 7792473
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Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market
scientific article; zbMATH DE number 7792473

    Statements

    Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (English)
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    22 January 2024
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    optimal control
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    stochastic economic factor
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    defaultable market
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    perpetual bond
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    sub-super solution
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