scientific article; zbMATH DE number 5012436
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Cited in
(8)- scientific article; zbMATH DE number 1069534 (Why is no real title available?)
- Application of stochastic flows to optimal portfolio strategies
- The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility
- On stochastic optimization problems and an application in finance
- Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints
- Portfolio optimization with random parameters and stochastic cash flow for quadratic utility maximization
- Optimal net investment wealth with discounted stochastic cash flows and efficient frontier
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor
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