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scientific article; zbMATH DE number 6402111

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Publication:5498165
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DOI10.3969/J.ISSN.1001-4268.2014.04.003zbMath1313.91160MaRDI QIDQ5498165

Minxiu Yu, Weiyin Fei, Dengfeng Xia

Publication date: 11 February 2015


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

zbMATH Keywords

portfoliostochastic controlmartingale methoddual theoryMarkovian switching model


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalizations of martingales (60G48) Optimal stochastic control (93E20) Portfolio theory (91G10)








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