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scientific article; zbMATH DE number 912568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 912568 |
Statements
19 January 1997
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optimal management of a portfolio
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correlated geometric Brownian motions
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long-run growth rate
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optimal trading strategy
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partial differential equation free boundary problem
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