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An HJB approach to a general continuous-time mean-variance stochastic control problem
Aivaliotis, Georgios, Veretennikov, A. Yu.Language:
english
Journal:
Random Operators and Stochastic Equations
DOI:
10.1515/rose-2018-0020
Date:
November, 2018
File:
PDF, 606 KB
english, 2018