On Stochastic Optimization Problems and an Application in Finance (Q4631592)
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scientific article; zbMATH DE number 7045642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Stochastic Optimization Problems and an Application in Finance |
scientific article; zbMATH DE number 7045642 |
Statements
On Stochastic Optimization Problems and an Application in Finance (English)
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11 April 2019
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stochastic optimal control
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corporate finance
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dynamic programming
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