Optimal investment in multidimensional Markov-modulated affine models (Q902185)
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 investment in multidimensional Markov-modulated affine models |
scientific article; zbMATH DE number 6527179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in multidimensional Markov-modulated affine models |
scientific article; zbMATH DE number 6527179 |
Statements
Optimal investment in multidimensional Markov-modulated affine models (English)
0 references
7 January 2016
0 references
HJB systems
0 references
utility maximization
0 references
multidimensional affine models
0 references
Markov chains
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
