scientific article; zbMATH DE number 1487967

MaRDI QIDQ4495096zbMATHFDO

Authors Steven Shreve

Publication date 11 March 2004

zbMATH Keywords

continuous-time modelstochastic calculusstatic mean-variance analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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(13)

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