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The Maximum Principle for One Kind of Stochastic Optimization Problem and Application in Dynamic Measure of Risk

✍ Scribed by Shao Lin Ji; Zhen Wu

Publisher: Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2007
Tongue: English
Weight: 404 KB
Volume: 23
Category: Article
ISSN: 1439-7617
DOI: 10.1007/s10114-007-0989-6

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