scientific article; zbMATH DE number 1487967

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zbMath1032.91070MaRDI QIDQ4495096

Steven E. Shreve

Publication date: 11 March 2004

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

zbMATH Keywords

stochastic calculus continuous-time model static mean-variance analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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