Control improvement for jump-diffusion processes with applications to finance (Q434360): Difference between revisions

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Latest revision as of 11:28, 5 July 2024

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Control improvement for jump-diffusion processes with applications to finance
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    Control improvement for jump-diffusion processes with applications to finance (English)
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    10 July 2012
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    jump-diffusion process
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    control improvement
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    portfolio optimization
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    CRRA-utility functions
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