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    Statements

    author
    Naoyuki Ishimura
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    Yuji Mita
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    publication date
    22 April 2010
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    zbMATH Keywords
    optimal portfolio problem
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    discrete Ito formula
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    discrete Hamilton-Jacobi-Bellman equation
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    Identifiers

    Mathematics Subject Classification ID
    49L20
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    91G10
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    91B30
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    93E20
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    zbMATH DE Number
    5697110
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