Mean-variance portfolio selection and variance hedging with random coefficients: closed-loop equilibrium strategy (Q6297298)
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scientific article; zbMATH DE number 900339940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance portfolio selection and variance hedging with random coefficients: closed-loop equilibrium strategy |
scientific article; zbMATH DE number 900339940 |
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4 February 2018
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math.OC
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