Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993): Difference between revisions
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Revision as of 10:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wealth optimization and dual problems for jump stock dynamics with stochastic factor |
scientific article |
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Wealth optimization and dual problems for jump stock dynamics with stochastic factor (English)
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11 March 2011
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utility maximization
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pure jump processes
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jump-diffusion processes
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