Control improvement for jump-diffusion processes with applications to finance (Q434360)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Control improvement for jump-diffusion processes with applications to finance |
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Control improvement for jump-diffusion processes with applications to finance (English)
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10 July 2012
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jump-diffusion process
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control improvement
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portfolio optimization
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CRRA-utility functions
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