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Optimal Consumption and Investment Strategies in a Jump-Diffusion Model.

Yunfeng YangHuihui BaiYinchun Zheng
Published in: CIS (2018)
Keyphrases
  • diffusion model
  • investment strategies
  • dynamic programming
  • anisotropic diffusion
  • diffusion models
  • diffusion process
  • neural network
  • information diffusion
  • diffusion tensor
  • futures market