Optimal investment problems with marked point processes (Q2904887)
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scientific article; zbMATH DE number 6071123
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment problems with marked point processes |
scientific article; zbMATH DE number 6071123 |
Statements
Optimal Investment Problems with Marked Point Processes (English)
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24 August 2012
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utility maximization
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pure jump processes
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optimal stochastic control
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0.8721190690994263
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0.8288615942001343
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0.826644241809845
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0.8160980343818665
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0.81247478723526
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