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Dual method for continuous-time Markowitz's problems with nonlinear wealth equations

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Affiliation of Author(s):数学学院

Journal:Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS

First Author:Shaolin Ji

Indexed by:Unit Twenty Basic Research

Document Code:lw-101927

Volume:366

Issue:1

Page Number:90

Translation or Not:no

Date of Publication:2010-06-01

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