Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277)

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Continuous-time mean-variance portfolio selection with random horizon in an incomplete market
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    Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (English)
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    20 May 2016
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    mean-variance model
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    stochastic LQ control
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    backward stochastic differential equation
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    BMO-martingale
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