Optimal consumption problem in the Vasicek model (Q3455473)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption problem in the Vasicek model |
scientific article |
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Optimal consumption problem in the Vasicek model (English)
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4 December 2015
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stochastic control
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interest rate model
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optimal consumption
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HJB equation
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