Optimal Investment with High-watermark Performance Fee (Q2903504): Difference between revisions
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Latest revision as of 01:06, 22 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment with High-watermark Performance Fee |
scientific article |
Statements
Optimal Investment with High-watermark Performance Fee (English)
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10 August 2012
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optimal investment
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stochastic optimal control
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dynamic programming
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