Control improvement for jump-diffusion processes with applications to finance (Q434360): Difference between revisions
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Latest revision as of 10:28, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Control improvement for jump-diffusion processes with applications to finance |
scientific article |
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Control improvement for jump-diffusion processes with applications to finance (English)
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10 July 2012
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jump-diffusion process
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control improvement
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portfolio optimization
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CRRA-utility functions
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