scientific article; zbMATH DE number 5055325

zbMATH Open1129.91324MaRDI QIDQ5487547

S. Yu. Ragulina, B. V. Bondarev

Publication date: 19 September 2006

Title of this publication is not available (Why is that?)

zbMATH Keywords

portfoliodiffusionoptimal controlWiener processgeometric Brownian motion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

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