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Dynamic programming / Mathematical optimization / Partial differential equations / Stochastic control / Hamilton–Jacobi–Bellman equation / Optimal control / Bellman equation / Sturm–Liouville theory / Calculus / Mathematical analysis / Control theory


Optimal investment with high-watermark performance fee Karel Janeˇcek
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Document Date: 2011-01-05 10:31:21

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File Size: 2,68 MB

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