Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon

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Publication:4553802

DOI10.1137/17M1153479zbMath1416.91354WikidataQ129326292 ScholiaQ129326292MaRDI QIDQ4553802

David Landriault, Virginia R. Young, Bin Li, Danping Li

Publication date: 31 October 2018

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)



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