scientific article; zbMATH DE number 1487972
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Publication:4495101
zbMath1037.91058MaRDI QIDQ4495101
Publication date: 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamilton-Jacobi-Bellman equationstochastic controltransaction costsviscosity solutionsoptimal portfolio managementvaluation of derivative assets
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