A stability result for the HARA class with stochastic interest rates. (Q1423345): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stability result for the HARA class with stochastic interest rates. |
scientific article |
Statements
A stability result for the HARA class with stochastic interest rates. (English)
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14 February 2004
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stochastic optimization
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martingale representation theorem
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stochastic interest
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rates
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equicontinuity
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