Optimal Investment with Time-Varying Stochastic Endowments (Q5097224): Difference between revisions

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Latest revision as of 09:38, 30 July 2024

scientific article; zbMATH DE number 7574023
Language Label Description Also known as
English
Optimal Investment with Time-Varying Stochastic Endowments
scientific article; zbMATH DE number 7574023

    Statements

    Optimal Investment with Time-Varying Stochastic Endowments (English)
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    22 August 2022
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    utility maximization
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    Hamilton-Jacobi-Bellman equation
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    stochastic endowment
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    viscosity solution
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