Duality in optimal consumption-investment problems with alternative data (Q6565559)
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scientific article; zbMATH DE number 7874608
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality in optimal consumption-investment problems with alternative data |
scientific article; zbMATH DE number 7874608 |
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Duality in optimal consumption-investment problems with alternative data (English)
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2 July 2024
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duality approach
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consumption-investment problem
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partial observation
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jump-diffusion process
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