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Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models

Zhuo Jin, Kob Liu, Hailiang Yang

European Journal of Operational Research, Volume: 280, Issue: 3, Pages: 1130 - 1143

Swansea University Author: Kob Liu

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Published in: European Journal of Operational Research
ISSN: 0377-2217
Published: Elsevier BV 2020
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College: Faculty of Science and Engineering
Issue: 3
Start Page: 1130
End Page: 1143