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Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Dro, Sigui Brice, Gnabeyeu, Emmanuel
Format:	Preprint
Publié:	2026
Sujets:	Optimization and Control Probability Mathematical Finance 34A08, 34A34, 45D05, 60G10, 60G22, 60H10, 91B70, 91G80, 93E20
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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