A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
| Year of publication: |
2010
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|---|---|
| Authors: | Andersson, Daniel ; Djehiche, Boualem |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 72.2010, 2, p. 273-311
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