Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping investment with non-smooth utility over an infinite time horizon |
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Optimal stopping investment with non-smooth utility over an infinite time horizon (English)
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21 June 2019
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optimal stopping
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optimal investment
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non-smooth utility
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dual transformation
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free boundary
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