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~isPartOf:"Finance and stochastics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Murgoci, Agatha"
~subject:"Portfolio selection"
~subject:"Time series analysis"
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Murgoci, Agatha
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Finance and stochastics
Working paper / Department of Econometrics and Business Statistics, Monash University
Mathematical finance : an international journal of mathematics, statistics and financial theory
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On time-inconsistent stochastic control in continuous time
Björk, Tomas
;
Khapko, Mariana
;
Murgoci, Agatha
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 331-360
Persistent link: https://www.econbiz.de/10011944378
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A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas
;
Murgoci, Agatha
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
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