Analytical solution for an investment problem under uncertainties with shocks (Q1751925)
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scientific article
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| English | Analytical solution for an investment problem under uncertainties with shocks |
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Analytical solution for an investment problem under uncertainties with shocks (English)
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25 May 2018
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Markov processes
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jump-diffusion process
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investment decision
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optimal stopping time problem
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0.88792485
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0.8737889
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0.86921036
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0.86735934
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