No label defined (Q4518682)
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scientific article; zbMATH DE number 1537555
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|---|---|---|---|
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| English | No label defined |
scientific article; zbMATH DE number 1537555 |
Statements
1 December 2000
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portfolio
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stochastic differential equation
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comparison theorem
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optimal moment of switching
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semimartingale
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0.7963745594024658
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0.7955284714698792
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0.7882180213928223
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0.7881479263305664
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