``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates (Q633827)

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``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates
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    ``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates (English)
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    30 March 2011
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    large deviations control
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    risk-sensitive stochastic control
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    Bellman equation
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    long-term investment
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    CIR-interest rates
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    Bessel process with linear drift
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