Optimising dividends and consumption under an exponential CIR as a discount factor (Q2216186)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimising dividends and consumption under an exponential CIR as a discount factor |
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Optimising dividends and consumption under an exponential CIR as a discount factor (English)
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15 December 2020
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Hamilton-Jacobi-Bellman equation
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Cox-Ingersoll-Ross process
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dividends
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Brownian risk model
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consumption
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