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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Asia-Pacific financial markets"
~person:"Honda, Toshiki"
~person:"Huang, Rachel J."
~person:"Tzeng, Larry Y."
~person:"Yu, Jun"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Honda, Toshiki
Huang, Rachel J.
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Yu, Jun
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Optimal asset-liability management for an insurer under markov regime switching jump-diffusion market
Yu, Jun
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 317-330
Persistent link: https://www.econbiz.de/10010511568
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2
On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk
Honda, Toshiki
;
Kamimura, Shoji
- In:
Asia-Pacific financial markets
18
(
2011
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10009237743
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