A stochastic portfolio optimization model with bounded memory (Q2884292)
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scientific article; zbMATH DE number 6038606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic portfolio optimization model with bounded memory |
scientific article; zbMATH DE number 6038606 |
Statements
24 May 2012
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stochastic delay equations optimal stochastic control Hamilton-Jacobi-Bellman equation
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A stochastic portfolio optimization model with bounded memory (English)
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