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~isPartOf:"Applied economics"
~isPartOf:"Mathematical methods of operations research"
~person:"Djehiche, Boualem"
~subject:"Stochastic process"
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A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel
;
Djehiche, Boualem
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
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