Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501)
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scientific article; zbMATH DE number 7962326
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| English | Optimal consumption-investment with constraints in a regime switching market with random coefficients |
scientific article; zbMATH DE number 7962326 |
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Optimal consumption-investment with constraints in a regime switching market with random coefficients (English)
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6 January 2025
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optimal consumption-investment
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regime switching
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random coefficients
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multi-dimensional quadratic backward stochastic differential equation
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0.8470269441604614
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0.8409239053726196
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0.8361992835998535
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0.8344932794570923
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