Portfolio problems based on jump-diffusion models (Q2867605)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio problems based on jump-diffusion models |
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Portfolio problems based on jump-diffusion models (English)
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19 December 2013
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mean-variance
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optimal portfolio problems
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stochastic linear-quadratic method
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optimal control
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stochastic jump-diffusion differential equation
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