A note on optimal investment-consumption-insurance in a Lévy market (Q896739)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6520849
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on optimal investment-consumption-insurance in a Lévy market |
scientific article; zbMATH DE number 6520849 |
Statements
A note on optimal investment-consumption-insurance in a Lévy market (English)
0 references
14 December 2015
0 references
investment-consumption-insurance
0 references
jump-diffusion
0 references
HJB
0 references
BSDE
0 references
0 references
0.9684869
0 references
0.9297297
0 references
0.9253888
0 references
0.92007124
0 references
0.9134764
0 references
0.89756656
0 references
0.8933474
0 references
0 references
0.89113843
0 references
0.89063287
0 references
