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Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model.
Jianyu Huo
Qing Zhou
Published in:
Comput. Appl. Math. (2024)
Keyphrases
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mathematical model
high level
computational model
optimal solution
formal model
probabilistic model
sensitivity analysis
optimization strategy
worst case
closed form
closed form expressions
genetic algorithm
search strategy
optimization method
artificial neural networks
objective function
decision making