Optimal stochastic investment games under Markov regime switching market (Q2438402)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stochastic investment games under Markov regime switching market |
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Optimal stochastic investment games under Markov regime switching market (English)
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11 March 2014
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optimal investment
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zero-sum stochastic differential games
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Markov regime switching market
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finite difference method
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weak convergence
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