Optimal investment with high-watermark performance fee Karel Janeˇcek

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Date: 2011-01-05 10:31:21 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 Add to Reading List Source URL: www.ma.utexas.edu Download Document from Source Website File Size: 2,68 MB Share Document on Facebook

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