Value functions in a regime switching jump diffusion with delay market model (Q2671163)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value functions in a regime switching jump diffusion with delay market model |
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Value functions in a regime switching jump diffusion with delay market model (English)
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3 June 2022
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optimal portfolio
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regime switching
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jump diffusion
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delay
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value function
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