Optimal investment problem under non-extensive statistical mechanics
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Publication:2001307
DOI10.1016/j.camwa.2018.02.016zbMath1417.91465OpenAlexW2794225352MaRDI QIDQ2001307
Lin Zhang, Shiqi Fan, Limin Liu
Publication date: 3 July 2019
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2018.02.016
Utility theory (91B16) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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