Optimal portfolio and consumption with habit formation in a jump diffusion market (Q907435)
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scientific article; zbMATH DE number 6535268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio and consumption with habit formation in a jump diffusion market |
scientific article; zbMATH DE number 6535268 |
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Optimal portfolio and consumption with habit formation in a jump diffusion market (English)
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25 January 2016
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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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maximum principle
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equity premium puzzle
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