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Publication:3003955
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zbMath1220.91043MaRDI QIDQ3003955

Leonel Pérez Hernández, Netzhualcóyotl Castañeda Leyva, Silvia Rodríguez-Narciso

Publication date: 31 May 2011


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


Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Financial applications of other theories (91G80)


Related Items (2)

A Martingale Approach to Optimal Portfolios with Jump-diffusions ⋮ Optimal investment and consumption with transaction costs







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