A note on optimal investment-consumption-insurance in a Lévy market (Q896739)
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scientific article; zbMATH DE number 6520849
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
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14 December 2015
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investment-consumption-insurance
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jump-diffusion
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HJB
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BSDE
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0.9684869
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0.9253888
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0.9134764
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0.89756656
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0.8933474
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0.89113843
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0.89063287
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