Merton's Problem with Recursive Perturbed Utility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dai, Min, Dong, Yuchao, Jia, Yanwei, Zhou, Xun Yu
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.13544