Non-smooth analysis method in optimal investment-BSDE approach (Q1716351)
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scientific article; zbMATH DE number 7012041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-smooth analysis method in optimal investment-BSDE approach |
scientific article; zbMATH DE number 7012041 |
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Non-smooth analysis method in optimal investment-BSDE approach (English)
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4 February 2019
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backward stochastic differential equation
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non-smooth analysis
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optimal investment
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