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RECURSIVE UTILITY OPTIMIZATION WITH CONCAVE COEFFICIENTS

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Institution:中泰证券金融研究院

Title of Paper:RECURSIVE UTILITY OPTIMIZATION WITH CONCAVE COEFFICIENTS

Journal:Mathematical Control and Related Fields

First Author:Shaolin Ji

Document Code:50F604E395434E83A48CFD7318F58B94

Translation or Not:No

Date of Publication:2018-09

Release Time:2019-10-22

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