Stochastic Optimal Control Formulations in Finance: Extension of Merton Theory, Benchmark Problems, and Jump Process Modeling

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North Carolina State University ^{[1
]}

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| 1600年

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摘要：

Benchmarking - Brownian movement - Commerce - Economic analysis - Investments - Lagrange multipliers - Markov processes - Operations research - Optimal control systems - Risk assessment - Stochastic control systems - Stochastic systems

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