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
Language | Label | Description | Also known as |
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English | 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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