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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of computational finance"
~person:"Iida, Yasunari"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
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Journal of risk and financial management : JRFM
The journal of computational finance
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A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Hata, Hiroaki
;
Iida, Yasunari
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 395-426
Persistent link: https://www.econbiz.de/10003380023
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