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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Loxton, Ryan C."
~subject:"Martingal"
~subject:"Option pricing theory"
~subject:"Transaktionskosten"
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Search: subject_exact:"Optimal control problem"
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Loxton, Ryan C.
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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