OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY |
scientific article |
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OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (English)
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20 March 2019
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stochastic differential delay equation
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power utility function
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stochastic factor
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Cox-Ingersoll-Ross model
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