Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 18 (2011)
Issue (Month): 2 (May)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
Reaction–diffusion; Itô-Poisson process; Stochastic differential utility; Stochastic maximum principle; Forward-backward stochastic differential equation;
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