Merton problem with one additional indivisible asset (Q5507134)
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scientific article; zbMATH DE number 6665282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Merton problem with one additional indivisible asset |
scientific article; zbMATH DE number 6665282 |
Statements
16 December 2016
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investor problem
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optimal stopping
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HJB equation
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indivisible asset
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q-fin.PM
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math.OC
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