Q3158931 (Q3158931): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1 February 2005
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risk-sensitive control
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portfolio optimization problem
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Bellman equations of parabolic type
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Merton's capital asset pricing model
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backward stochastic differential equations
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