activity
20152026
most citedOptimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients

1 citations · 1 across the 6 of their papers we have counts for

collaborators
Showing math.APShow all

1 paper · 1 filter

math.AP2020

A free boundary problem arising from a multi-state regime-switching stock trading model

Chonghu Guan, Jing Peng, Zuo Quan Xu

In this paper, we study a free boundary problem, which arises from an optimal trading problem of a stock that is driven by a uncertain market status process. The free boundary prob…