On the ε-sufficient control in one merton problem with “physical” white noise (Q3076437)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the ε-sufficient control in one merton problem with “physical” white noise |
scientific article |
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On the ε-sufficient control in one merton problem with “physical” white noise (English)
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22 February 2011
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Merton problem
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investment
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consumption
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risk assets
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exponential model
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Poisson process
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