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A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization

✍ Scribed by Daniel Andersson; Boualem Djehiche

Publisher: Springer
Year: 2010
Tongue: English
Weight: 340 KB
Volume: 72
Category: Article
ISSN: 0340-9422
DOI: 10.1007/s00186-010-0320-7

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