Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218): Difference between revisions

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Latest revision as of 14:11, 4 July 2024

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Portfolio Optimization with Stochastic Volatilities: A Backward Approach
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    Portfolio Optimization with Stochastic Volatilities: A Backward Approach (English)
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    21 October 2011
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    portfolio optimization
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    Hamilton-Jacobi-Bellman equation
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    semi-linear partial differential equation
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    backward stochastic differential equation
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