Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility

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Publication:2280828

DOI10.1016/J.AUTOMATICA.2019.05.044zbMath1429.91297OpenAlexW2962418028WikidataQ127738407 ScholiaQ127738407MaRDI QIDQ2280828

Tingjin Yan, Hoi Ying Wong

Publication date: 19 December 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2019.05.044




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