Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518)
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scientific article; zbMATH DE number 7782840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption for financial markets with jumps under transaction costs |
scientific article; zbMATH DE number 7782840 |
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Optimal investment and consumption for financial markets with jumps under transaction costs (English)
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2 January 2024
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financial markets
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optimal investment/consumption problem
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stochastic control
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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