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"Positivity Preserving Numerical Method for Optimal Portfolio in a Power ..."
Miglena N. Koleva, Lubin G. Vulkov (2018)
- Miglena N. Koleva
, Lubin G. Vulkov:
Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model. NMA 2018: 424-432
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