Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273): Difference between revisions

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Latest revision as of 16:39, 14 September 2024

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Optimal stopping investment with non-smooth utility over an infinite time horizon
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    Optimal stopping investment with non-smooth utility over an infinite time horizon (English)
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    21 June 2019
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    optimal stopping
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    optimal investment
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    non-smooth utility
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    dual transformation
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    free boundary
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