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Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection

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Affiliation of Author(s):数学学院

Journal:Stochastic Processes and their Applications

All the Authors:pengshige

First Author:Shaolin Ji

Indexed by:Unit Twenty Basic Research

Document Code:lw-75791

Volume:118

Issue:6

Page Number:952

Translation or Not:no

Date of Publication:2008-06-01

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