Risk-sensitive asset management with lognormal interest rates (Q2036891)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive asset management with lognormal interest rates |
scientific article |
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Risk-sensitive asset management with lognormal interest rates (English)
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30 June 2021
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asset management
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risk-sensitive control
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lognormal interest rates
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HJB equation
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