Pages that link to "Item:Q907435"
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The following pages link to Optimal portfolio and consumption with habit formation in a jump diffusion market (Q907435):
Displaying 7 items.
- Consumption optimization for recursive utility in a jump-diffusion model (Q524899) (← links)
- Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market (Q1646097) (← links)
- Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323) (← links)
- Optimal investment and consumption in the market with jump risk and capital gains tax (Q2315618) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)