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    Statements

    author
    Zhen Wu
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    Jing-Tao Shi
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    publication date
    27 January 2012
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    zbMATH Keywords
    stochastic maximum principle
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    optimal control
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    jump diffusions
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    portfolio
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    consumption choice
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G10
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    62P05
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    49K45
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    zbMATH DE Number
    6001864
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