A new stochastic factor model: general explicit solutions (Q847280)

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scientific article; zbMATH DE number 5669232
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    A new stochastic factor model: general explicit solutions
    scientific article; zbMATH DE number 5669232

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      A new stochastic factor model: general explicit solutions (English)
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      12 February 2010
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      portfolio
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      investment
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      stochastic factor
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      optimization
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