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Lec 24: Optimal portfolio for multi-period discrete time model; Discrete Dynamic Programming
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Lec 25: Continuous time model; Hamilton-Jacobi-Bellman PDE
| Lecture |
| Notes |
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| Topic |
Lec 26: Hamilton-Jacobi-Bellman PDE; Duality/Martingale Approach
| Lecture |
| Notes |
| Bookmarks |

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