Publication:4925762

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zbMath1354.91140MaRDI QIDQ4925762

Min Dai, Kun Zhao, Ying-shan Chen

Publication date: 12 June 2013



93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)

91G80: Financial applications of other theories

91G10: Portfolio theory