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Q5319044 - MaRDI portal

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scientific article; zbMATH DE number 5583564
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scientific article; zbMATH DE number 5583564

    Statements

    author
    Guangchen Wang
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    Zhen Wu
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    publication date
    22 July 2009
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    zbMATH Keywords
    non-linear filtering
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    Malliavin derivative
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    utility maximization
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    portfolio-consumption strategy
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    93E20
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    91G80
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    zbMATH DE Number
    5583564
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