Constrained mean-variance portfolio optimization for jump-diffusion process under partial information
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Publication:6092929
DOI10.1080/15326349.2023.2166534zbMath1530.91540MaRDI QIDQ6092929
Publication date: 23 November 2023
Published in: Stochastic Models (Search for Journal in Brave)
Optimal stochastic control (93E20) Portfolio theory (91G10) Jump processes on discrete state spaces (60J74)
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