Optimal Investment Problems with Marked Point Processes (Q2904887)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment Problems with Marked Point Processes |
scientific article |
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Optimal Investment Problems with Marked Point Processes (English)
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24 August 2012
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utility maximization
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pure jump processes
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optimal stochastic control
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