A note on optimal investment-consumption-insurance in a Lévy market (Q896739)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optimal investment-consumption-insurance in a Lévy market |
scientific article |
Statements
A note on optimal investment-consumption-insurance in a Lévy market (English)
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14 December 2015
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investment-consumption-insurance
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jump-diffusion
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HJB
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BSDE
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