Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993): Difference between revisions

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Latest revision as of 20:22, 3 July 2024

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Wealth optimization and dual problems for jump stock dynamics with stochastic factor
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    Wealth optimization and dual problems for jump stock dynamics with stochastic factor (English)
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    11 March 2011
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    utility maximization
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    pure jump processes
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    jump-diffusion processes
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