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Epidemiological studies are largely purposed to provide outcomes that may be used for interventions and development programs. In recent years, geo-referencing of epidemiological data has become one of the vital features. Often, epidemiological data collected for regions under study will show...
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Abstract We consider the problem of maximizing the utility of consumption and terminal wealth in a geometric Ornstein–Uhlenbeck market. We calculate the optimal consumption and wealth processes for power, logarithmic and exponential utility as well as their behavior depending e.g. on...
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