Optimal investment-consumption-insurance with partial information (Q2300968)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment-consumption-insurance with partial information |
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Optimal investment-consumption-insurance with partial information (English)
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28 February 2020
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optimal investment-consumption-insurance
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HARA utility
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stochastic factor model
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partial information
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Hamilton-Jacobi-Bellman equation
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backward stochastic differential equation
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