An efficient frontier for participating policies in a continuous-time economy (Q2485532)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient frontier for participating policies in a continuous-time economy |
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An efficient frontier for participating policies in a continuous-time economy (English)
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5 August 2005
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Continuous-time model
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Martingale method
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Optimal portfolio
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Participating policies
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Trading and payment strategy
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