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