The optimal mean variance problem with inflation (Q894986): Difference between revisions

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Property / full work available at URL: https://doi.org/10.3934/dcdsb.2016.21.185 / rank
 
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Latest revision as of 03:44, 11 July 2024

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The optimal mean variance problem with inflation
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    The optimal mean variance problem with inflation (English)
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    25 November 2015
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    mean variance
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    inflation
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    HJB equation
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    partial information
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