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zbMath1240.91155MaRDI QIDQ3014546

Shu-ping Wan

Publication date: 19 July 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolio stochastic control stochastic differential game CIR interest rate

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Portfolio theory (91G10) Utility theory for games (91A30)

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