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A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Yan, Dong, Zhang, Nanyi, Guo, Junyi
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Mathematical Finance
Accesso online:	Acceder al recurso
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