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zbMath1488.91131MaRDI QIDQ3381759

Shuanglong Zhou, Aiyin Wang

Publication date: 29 September 2021

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

zbMATH Keywords

optimal strategy Legendre transformation CEV model jump-diffusion process stochastic expenditure

Mathematics Subject Classification ID

Decision theory (91B06) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

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