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Q5258637 - MaRDI portal

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scientific article; zbMATH DE number 6449350
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English
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scientific article; zbMATH DE number 6449350

    Statements

    author
    Jae-Pill Oh
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    publication date
    23 June 2015
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    zbMATH Keywords
    asset model
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    Lévy process
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    SDE
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    optimal portfolio
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    utility function
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60H30
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    62P05
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    zbMATH DE Number
    6449350
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