The optimal mean variance problem with inflation (Q894986)
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scientific article; zbMATH DE number 6513459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal mean variance problem with inflation |
scientific article; zbMATH DE number 6513459 |
Statements
The optimal mean variance problem with inflation (English)
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25 November 2015
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mean variance
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inflation
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HJB equation
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partial information
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