Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market |
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Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (English)
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13 June 2022
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control
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stochastic processes
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behavioral finance
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game theory
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dynamic programming
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