The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644)
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scientific article; zbMATH DE number 7199929
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| English | The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance |
scientific article; zbMATH DE number 7199929 |
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The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (English)
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13 May 2020
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impulse control
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jump-diffusion
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Markowitz's mean-variance model
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stochastic maximum principle
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0.9568551
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0.94958365
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0.9413193
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0.9394119
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0.93478143
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0.92866766
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0.92576265
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0.92358255
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