Robust optimal investment problem with delay under Heston's model (Q2152268)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal investment problem with delay under Heston's model |
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Robust optimal investment problem with delay under Heston's model (English)
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7 July 2022
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robust optimization
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Heston model
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Hamilton-jacobin-Bellman equation
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