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    Statements

    author
    Shu-ping Wan
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    publication date
    19 July 2011
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    Mathematics Subject Classification ID
    91G10
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    91A23
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    91A30
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    zbMATH DE Number
    5926312
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    zbMATH Keywords
    stochastic differential game
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    stochastic control
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    portfolio
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    CIR interest rate
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