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Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methods.

Floyd B. HansonJohn J. Westman
Published in: IEEE Trans. Autom. Control. (2004)
Keyphrases
  • computational methods
  • probabilistic model
  • theoretical framework
  • probability distribution
  • statistical methods
  • sensitivity analysis
  • decision making
  • objective function