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scientific article; zbMATH DE number 1778104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1778104 |
Statements
11 August 2002
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stochastic control
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portfolio theory
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controlled diffusion process
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incomplete market
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rate difference on savings and loan
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Hamilton-Jacobi-Bellman equation
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