On investment consumption modeling with jump process extensions for productive sectors (Q262002)
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scientific article; zbMATH DE number 6560483
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| English | On investment consumption modeling with jump process extensions for productive sectors |
scientific article; zbMATH DE number 6560483 |
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On investment consumption modeling with jump process extensions for productive sectors (English)
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29 March 2016
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stochastic optimal control
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investment consumption model
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Poisson process
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HARA utility
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dynamic programming
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