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scientific article; zbMATH DE number 797369
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| English | No label defined |
scientific article; zbMATH DE number 797369 |
Statements
17 September 1995
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dynamic programming
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portfolio selection
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infinite horizon investment- consumption model
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viscosity solution
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variational inequality
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monotone numerical scheme
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free boundaries
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transaction regions
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0.9200000166893004
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0.89875727891922
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0.8884938359260559
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0.8844140768051147
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