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scientific article; zbMATH DE number 1069625
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| English | No label defined |
scientific article; zbMATH DE number 1069625 |
Statements
1 October 1997
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finite horizon problem
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transaction cost problem
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singular stochastic problems
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variational inequality
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dynamic programming
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Merton problem
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dynamic optimization of portfolios
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risky assets
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0.8779351115226746
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0.8741678595542908
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0.8679158091545105
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