Optimal consumption problems in discontinuous markets (Q5746732)
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scientific article; zbMATH DE number 6256424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption problems in discontinuous markets |
scientific article; zbMATH DE number 6256424 |
Statements
Optimal consumption problems in discontinuous markets (English)
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7 February 2014
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single-jump process
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optimal consumption
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discontinuous martingale
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progressive enlargement of filtrations
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