Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach |
scientific article; zbMATH DE number 6047699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach |
scientific article; zbMATH DE number 6047699 |
Statements
Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (English)
0 references
19 June 2012
0 references
optimal consumption/investment model
0 references
utility maximization
0 references
thin stocks
0 references
stochastic control theory
0 references
dynamic programming
0 references
jump-diffusion dynamics
0 references
Monte Carlo simulations
0 references
0 references
