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Optimal investment and consumption strategies for pooled annuity with partial information
Xie, Lin, (2023)
Austerity
Ntellas, Charēs, (2014)
Optimal investment under partial information
Björk, Tomas, (2010)
Linear estimation and stochastic control
Davis, Mark H. A., (1977)
Optimal hedging with basis risk
Davis, Mark H. A., (2006)