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Publication:2712771
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zbMath0974.91024MaRDI QIDQ2712771

Agnès Sulem, Bernt Øksendal, Yaozhong Hu

Publication date: 16 December 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal portfolioBlack \& Scholes formulafractional market


Mathematics Subject Classification ID


Related Items (2)

Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations ⋮ A stochastic maximum principle for processes driven by fractional Brownian motion.






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