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Investment under Risk with Discrete and Continuous Assets
Elbers, Chris
;
Gunning, Jan Willem
;
Vigh, Melinda
-
Tinbergen Instituut
-
2009
, then propose a solution method that relies on
value
function
iteration
. Finally, in an example we show how our algorithm …
Persistent link: https://www.econbiz.de/10011256814
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