Optimal Consumption–Investment with Constraints in a Regime Switching Market with Random Coefficients

Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan

doi:10.1007/s00245-024-10203-9

Appl Math Optim

2024

DOI: 10.1007/s00245-024-10203-9

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Optimal Consumption–Investment with Constraints in a Regime Switching Market with Random Coefficients

Ying Hu,

Xiaomin Shi,

Zuo Quan Xu

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Optimal Consumption–Investment with Constraints in a Regime Switching Market with Random Coefficients

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References 41 publications

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