"Continuous-time portfolio optimization under terminal wealth constraints."

Ralf Korn, Siegfried Trautmann (1995)

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DOI: 10.1007/BF01415674

access: closed

type: Journal Article

metadata version: 2020-03-03

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Ralf Korn, Siegfried Trautmann:
Continuous-time portfolio optimization under terminal wealth constraints. Math. Methods Oper. Res. 42(1): 69-92 (1995)

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