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~subject:"Hamilton-Jacobi-Bellman equation"
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Hamilton-Jacobi-Bellman equation
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Explicit solutions of optimal consumption, investment and insurance problems with regime switching
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 159-167
Persistent link: https://www.econbiz.de/10010437576
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