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scientific article; zbMATH DE number 6402108
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scientific article; zbMATH DE number 6402108

    Statements

    author
    Weiyin Fei
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    Dengfeng Xia
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    Peng Liu
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    publication date
    11 February 2015
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    zbMATH Keywords
    jump-diffusion process
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    inflation
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    portfolio
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    HJB equation
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    model uncertainty
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    Identifiers

    zbMATH DE Number
    6402108
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