Maximizing the goal-reaching probability before drawdown with borrowing constraint (Q2130910)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing the goal-reaching probability before drawdown with borrowing constraint |
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Maximizing the goal-reaching probability before drawdown with borrowing constraint (English)
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25 April 2022
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optimal investment
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borrowing constraint
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support function
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stochastic optimal control
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goal-reaching probability before drawdown
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