Q5276347 (Q5276347): Difference between revisions
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Revision as of 23:05, 28 February 2024
scientific article; zbMATH DE number 6746075
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scientific article; zbMATH DE number 6746075 |
Statements
14 July 2017
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robust control
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Hamilton-Jacobi-Bellman-Isaacs equation
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stochastic interest rate
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utility maximization
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Heston model
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CIR model
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