The impact of negative interest rates on optimal capital injections (Q1799625)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of negative interest rates on optimal capital injections |
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The impact of negative interest rates on optimal capital injections (English)
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19 October 2018
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negative interest rate
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capital injections
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Markov-switching
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optimal stochastic control
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Hamilton-Jacobi-Bellman equation
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