scientific article; zbMATH DE number 5012436
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Publication:3373620
zbMATH Open1151.91551MaRDI QIDQ3373620FDOQ3373620
Authors: Xiaoqian Zhang, Shenghong Li
Publication date: 13 March 2006
Title of this publication is not available (Why is that?)
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- Wealth optimization and dual problems for jump stock dynamics with stochastic factor
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- The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility
- Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints
- Application of stochastic flows to optimal portfolio strategies
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