Multi-time state mean-variance model in continuous time
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Publication:5016146
DOI10.1051/cocv/2021086zbMath1479.91368arXiv1912.01793OpenAlexW3197366047MaRDI QIDQ5016146
Publication date: 13 December 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.01793
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