Merton's optimal investment problem with jump signals (Q5045202)
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scientific article; zbMATH DE number 7612221
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| default for all languages | No label defined |
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| English | Merton's optimal investment problem with jump signals |
scientific article; zbMATH DE number 7612221 |
Statements
Merton's Optimal Investment Problem with Jump Signals (English)
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4 November 2022
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optimal investment
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jump signal
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Meyer \(\sigma\)-field
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stochastic integration for nonpredictable integrands
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0.7617291808128357
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0.7534009218215942
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0.7413123846054077
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0.7410310506820679
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