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Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients
Work
Year: 2005
Type: article
Source: SIAM Journal on Control and Optimization
Authors Netzahualcóyotl Castañeda‐Leyva, Daniel Hernández–Hernández
Cites: 13
Cited by: 48
Related to: 10
FWCI: 2.574
Citation percentile (by year/subfield): 96.49
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed