A Stochastic Portfolio Optimization Model with Bounded Memory (Q2884292)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Portfolio Optimization Model with Bounded Memory |
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A Stochastic Portfolio Optimization Model with Bounded Memory (English)
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24 May 2012
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stochastic delay equations optimal stochastic control Hamilton-Jacobi-Bellman equation
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