A stochastic control model of investment and consumption with applications to financial economics (Q2213549)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic control model of investment and consumption with applications to financial economics |
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A stochastic control model of investment and consumption with applications to financial economics (English)
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2 December 2020
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Markov process
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stochastic differential equation
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optimal control and diffusion process
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