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Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus

Fuente: arXiv

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Bibliographic Details
Main Authors:	Otsuki, Yuta, Yagishita, Shotaro
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Optimization and Control Computational Finance
Online Access:	Acceder al recurso
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