Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms |
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Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (English)
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6 March 2019
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portfolio optimization
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utility maximization
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regime-switching
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Laplace transform
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viscosity solutions
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