Modeling of the programmed control with probability 1 for some financial tasks (Q5230740)
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scientific article; zbMATH DE number 7099435
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| English | Modeling of the programmed control with probability 1 for some financial tasks |
scientific article; zbMATH DE number 7099435 |
Statements
MODELING OF THE PROGRAMMED CONTROL WITH PROBABILITY 1 FOR SOME FINANCIAL TASKS (English)
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28 August 2019
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programmed control with probability 1
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stochastic Itô's equation with jumps
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first integral of system of the Itô equations
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investment portfolio model
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interest rate model
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0.7517545223236084
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0.7203829884529114
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0.7195363640785217
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