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isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~isPartOf:"Annals of finance"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~subject:"Backward stochastic differential equation"
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Lecture notes in economics and mathematical systems : LNEMS
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Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
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