The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The convergence rate from discrete to continuous optimal investment stopping problem |
scientific article |
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The convergence rate from discrete to continuous optimal investment stopping problem (English)
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4 August 2021
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optimal investment stopping problem
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utility maximization
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quadratic reflected BSDE
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discretely reflected BSDE
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convergence rate
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