Optimal investment in multidimensional Markov-modulated affine models (Q902185)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment in multidimensional Markov-modulated affine models |
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Optimal investment in multidimensional Markov-modulated affine models (English)
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7 January 2016
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HJB systems
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utility maximization
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multidimensional affine models
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Markov chains
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