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Latest revision as of 20:20, 5 July 2024

scientific article; zbMATH DE number 6104703
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English
Optimal selection portfolio problem: a semi-linear PDE approach
scientific article; zbMATH DE number 6104703

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    Optimal selection portfolio problem: a semi-linear PDE approach (English)
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    9 November 2012
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    stochastic volatility
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    optimal portfolio
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    semi-linear partial differential equation
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    smooth solution
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    backward stochastic differential equation
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    regression on function bases
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