A Generalized Cameron–Martin Formula with Applications to Partially Observed Dynamic Portfolio Optimization
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Publication:2770984
DOI10.1111/1467-9965.00125zbMath1063.91043OpenAlexW2055467451MaRDI QIDQ2770984
Publication date: 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00125
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