A Stochastic Control Model of Investment and Consumption with Applications to Financial Economics
Year of publication: |
2020
|
---|---|
Authors: | Baten, Md. Azizul ; Khalid, Ruzelan |
Published in: |
Stochastics and Quality Control. - De Gruyter, ISSN 2367-2404, ZDB-ID 2905267-1. - Vol. 35.2020, 2, p. 43-55
|
Publisher: |
De Gruyter |
Subject: | Markov Process | Stochastic Differential Equation | Optimal Control and Diffusion Process |
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