Optimal investment strategies for general utilities under dynamic elasticity of variance models (Q4554502)
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scientific article; zbMATH DE number 6979530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategies for general utilities under dynamic elasticity of variance models |
scientific article; zbMATH DE number 6979530 |
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Optimal investment strategies for general utilities under dynamic elasticity of variance models (English)
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14 November 2018
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optimal investment
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DEV model
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stochastic control
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Monte Carlo methods
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