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"Optimal control of an objective functional with non-linearity between the ..."
Esben Kryger, Maj-Britt Nordfang, Mogens Steffensen (2020)
- Esben Kryger
, Maj-Britt Nordfang
, Mogens Steffensen
:
Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems. Math. Methods Oper. Res. 91(3): 405-438 (2020)
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