Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104)
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| Language | Label | Description | Also known as |
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| English | Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach |
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Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (English)
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19 June 2012
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optimal consumption/investment model
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utility maximization
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thin stocks
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stochastic control theory
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dynamic programming
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jump-diffusion dynamics
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Monte Carlo simulations
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