On a free boundary problem that arises in portfolio management (Q4698072)
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scientific article; zbMATH DE number 754845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a free boundary problem that arises in portfolio management |
scientific article; zbMATH DE number 754845 |
Statements
On a free boundary problem that arises in portfolio management (English)
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14 May 1995
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optimal management of a portfolio
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correlated geometric Brownian motions
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