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~isPartOf:"Journal of mathematical finance"
~person:"Akpanibah, Edikan E."
~person:"Bian, Baojun"
~person:"Chen, Zengjing"
~person:"Nkansah-Gyekye, Yaw"
~subject:"HJB Equation"
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Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
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