Dynamic management of portfolios with transaction costs under tychastic uncertainty (Q3369468)
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scientific article; zbMATH DE number 5005908
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| English | Dynamic management of portfolios with transaction costs under tychastic uncertainty |
scientific article; zbMATH DE number 5005908 |
Statements
13 February 2006
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guaranteed valuation set
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guaranteed viable-capture basin
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Hamilton-Jacobi-Isaacs partial differential equations
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0.8985965251922607
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0.8343866467475891
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0.7583520412445068
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0.7488540410995483
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