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~isPartOf:"Journal of mathematical finance"
~person:"Di Giacinto, Marina"
~person:"Osu, Bright O."
~subject:"Kontrolltheorie"
~subject:"Stochastic Maximum Principle"
~subject:"Stochastic Optimal Control"
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Di Giacinto, Marina
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Journal of mathematical finance
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Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
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Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.
;
Osu, Bright O.
;
Akpanibah, Edikan E.
; …
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
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