Consistent curves in the -world: optimal bonds portfolio
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Publication:6592289
DOI10.1080/14697688.2024.2356232zbMATH Open1542.91365MaRDI QIDQ6592289
Publication date: 26 August 2024
Published in: Quantitative Finance (Search for Journal in Brave)
Optimal stochastic control (93E20) Portfolio theory (91G10) Hamilton-Jacobi equations in optimal control and differential games (49L12)
Cites Work
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