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scientific article; zbMATH DE number 5584013
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scientific article; zbMATH DE number 5584013

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    author
    Qiaoyan Li
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    Hong Xue
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    publication date
    22 July 2009
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    Mathematics Subject Classification ID
    60J65
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    91B42
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    91B16
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    zbMATH DE Number
    5584013
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    zbMATH Keywords
    fractional Brownian motion
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    optimal consumption and portfolio
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    utility function
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