Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849)

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Portfolio optimization for assets with stochastic yields and stochastic volatility
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    Portfolio optimization for assets with stochastic yields and stochastic volatility (English)
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    13 August 2019
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    portfolio optimization
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    stochastic volatility
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    stochastic yield
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    HJB equation
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    subsolution
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    supersolution
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