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scientific article; zbMATH DE number 1487972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1487972 |
Statements
2000
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transaction costs
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optimal portfolio management
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valuation of derivative assets
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stochastic control
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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