A stability result for the HARA class with stochastic interest rates. (Q1423345): Difference between revisions

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Latest revision as of 14:59, 6 June 2024

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A stability result for the HARA class with stochastic interest rates.
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    A stability result for the HARA class with stochastic interest rates. (English)
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    14 February 2004
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    stochastic optimization
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    martingale representation theorem
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    stochastic interest
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    rates
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    equicontinuity
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