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Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems

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Affiliation of Author(s):中泰证券金融研究院

Journal:MATHEMATICS OF OPERATIONS RESEARCH

First Author:胡明尚

Document Code:108333DB5462411D8EB32C446E2A3DB3

Volume:48

Issue:3

Page Number:1767

Number of Words:24

Translation or Not:no

Date of Publication:2023-08-01

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