Continuous-Time Portfolio Optimization Under Terminal Wealth Constraints
| Year of publication: |
1995
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|---|---|
| Authors: | Korn, Ralf ; Trautmann, Siegfried |
| Published in: |
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research. - Heidelberg : Physica-Verl, ISSN 0340-9422, ZDB-ID 2467379. - Vol. 42.1995, 1, p. 69-92
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