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  • Search: subject:"stochastic optimal controls"
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Control theory 1 Dynamic programming 1 Dynamische Optimierung 1 Girsanov's theorem 1 Hamilton-Jacobi-Bellman dynamic programming (HJB) 1 Inflation 1 Kontrolltheorie 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal portfolio 1 Portfolio selection 1 Portfolio-Management 1 Radon-Nikodym theorem 1 Stochastic process 1 Stochastischer Prozess 1 jump diffusion process 1 stochastic optimal controls 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Doctor, Obonye 1 Moagi, Gaoganwe S. 1
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International journal of financial engineering 1
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Did you mean: subject:"stochastic optimal control" (98 results)
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Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.; Doctor, Obonye - In: International journal of financial engineering 11 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
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