Essays about: "Hugo Jacobsson"
Found 1 essay containing the words Hugo Jacobsson.
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1. On Merton's Portfolio Problem : A Stochastic Optimal Control Problem
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The purpose of this thesis is to examine and solve a classic financial optimization problem known as Merton’s Portfolio Problem. The problem is driven by a stochastic process and can thereby be classified as a stochastic optimal control problem. READ MORE
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