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Latest revision as of 19:46, 28 June 2024

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Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management
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    Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (English)
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    6 November 2008
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    stochastic control
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    Hamilton-Jacobi theory
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    ultradiffusion
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    ultraparabolic
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    option pricing
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