Optimal investment and consumption in a continuous-time co-integration model (Q5046611)
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scientific article; zbMATH DE number 7613719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption in a continuous-time co-integration model |
scientific article; zbMATH DE number 7613719 |
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Optimal investment and consumption in a continuous-time co-integration model (English)
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9 November 2022
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investment-consumption
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co-integration
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Feynman-Kac formula
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Riccati equation
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