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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
Wang, Ziheng
;
Sirignano, Justin
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 348-424
Persistent link: https://www.econbiz.de/10014514766
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Epstein-Zin utility maximization on a random horizon
Aurand, Joshua
;
Huang, Yu-Jui
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1370-1411
Persistent link: https://www.econbiz.de/10014370670
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Conic martingales from stochastic integrals
Jeanblanc, Monique
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 516-535
Persistent link: https://www.econbiz.de/10012166968
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