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Optimal investment-consumption policies selection for Heston model - MaRDI portal

Optimal investment-consumption policies selection for Heston model

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Publication:2824733

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zbMATH Open1363.91096MaRDI QIDQ2824733

Publication date: 6 October 2016

Published in: Journal of Zhengzhou University. Natural Science Edition (Search for Journal in Brave)

zbMATH Keywords

HJB equation investment policy Heston model power utility consumption policy

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Portfolio theory (91G10)

Related Items (1)

Robust optimal investment problem with delay under Heston's model

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