Optimal consumption and portfolio with dividends and regime switching under Knightian uncertainty (Q5499423)
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scientific article; zbMATH DE number 6401380
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| English | Optimal consumption and portfolio with dividends and regime switching under Knightian uncertainty |
scientific article; zbMATH DE number 6401380 |
Statements
11 February 2015
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Knightian uncertainty
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portfolio choice
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regime switching
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Monte Carlo Malliavin derivative method
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0.8424193859100342
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0.8365907669067383
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0.8158218860626221
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0.810955822467804
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