Optimal investment strategy to minimize occupation time (Q993736): Difference between revisions
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Revision as of 18:24, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategy to minimize occupation time |
scientific article |
Statements
Optimal investment strategy to minimize occupation time (English)
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20 September 2010
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occupation time
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optimal investment
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stochastic control
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free-boundary problem
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