PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS (Q5422629): Difference between revisions

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+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
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+Point processes and queues. Martingale dynamics
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+Optimization and nonsmooth analysis
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+Q3136505
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+Optimal trading strategy for an investor: the case of partial information
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+Convex Analysis
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