Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem (Q2482946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem |
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Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem (English)
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30 April 2008
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absolute risk aversion
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Arrow-Pratt coefficient
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value function
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fixed point approach
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