Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market (Q1646097)
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scientific article; zbMATH DE number 6893617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market |
scientific article; zbMATH DE number 6893617 |
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Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market (English)
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22 June 2018
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portfolio and consumption
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habit formation
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stochastic control
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jump diffusions market
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the maximum principle
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equity premium puzzle
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