@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

<https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00828382v1> a dcat:Dataset ;
    dct:description """
              In this paper, we study the classical problem of maximization of the sum of the utility of the terminal wealth and the utility of the consumption, in a case where a sudden jump in the risk-free interest rate creates incompleteness. The value function of the dual problem is proved to be solution of a BSDE and the duality between the primal and the dual value functions is exploited to study the BSDE associated to the primal problem.
            """ ;
    dct:identifier "hal-00828382" ;
    dct:issued "2026-05-10T22:38:22.983657"^^xsd:dateTime ;
    dct:language "en" ;
    dct:modified "2026-05-10T22:38:22.983661"^^xsd:dateTime ;
    dct:publisher <https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> ;
    dct:title "Optimization problem under change of regime of interest rate" ;
    dcat:contactPoint [ a vcard:Organization ;
            vcard:fn "CCSD" ] ;
    dcat:distribution <https://rec.harvest-normandie.data4citizen.com/dataset/oai-hal-hal-00828382v1/resource/a2b177ae-900a-4a5f-9a2f-f172de48182e> ;
    dcat:keyword "91b16-90c46-91g30-93e20",
        "backward-stochastic-differential-equations-bsdes",
        "dual-problem",
        "enlarged-filtration",
        "infoeu-reposemanticspreprint",
        "mathmath-ocmathematics-mathoptimization-and-control-mathoc",
        "portfolio-optimization",
        "power-utility",
        "preprints-working-papers-",
        "stochastic-interest-rate" ;
    dcat:landingPage <https://hal.science/hal-00828382> .

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    dct:format "HTML" ;
    dct:issued "2026-05-10T22:38:22.985833"^^xsd:dateTime ;
    dct:modified "2026-05-10T22:38:22.968152"^^xsd:dateTime ;
    dct:title "Optimization problem under change of regime of interest rate" ;
    dcat:accessURL <https://hal.science/hal-00828382> .

<https://rec.harvest-normandie.data4citizen.com/organization/cce9db95-46d9-4dc2-84b6-764215d0a002> a foaf:Agent ;
    foaf:name "test_moissonnage_selune" .

<https://hal.science/hal-00828382> a foaf:Document .