Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993)
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scientific article; zbMATH DE number 5864980
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| English | Wealth optimization and dual problems for jump stock dynamics with stochastic factor |
scientific article; zbMATH DE number 5864980 |
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Wealth optimization and dual problems for jump stock dynamics with stochastic factor (English)
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11 March 2011
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utility maximization
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pure jump processes
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jump-diffusion processes
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0.89756113
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0.88325953
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0.8694291
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0.86469805
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0.8644678
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0.8589017
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0.8585812
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