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Optimal Portfolio Control on Merton Model Variance Gamma Jumps standard (val)
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0.344
Optimal u
Neural Solver
0.3268
0.3354
0.344
0.3526
May 31, 2026
Optimal u
Relative Performance vs Merton
Updated 1d ago
Evaluation Results
Method
Method
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Optimal u
Relative Performance vs Merton
Neural Solver
Seeds=5, Importance pr...
2026.05
0.344
-54.1
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