Competitive optimal portfolio selection in a non-Markovian financial market: A backward stochastic differential equation study

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Guangchen, Xu, Zuo Quan, Zhang, Panpan
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.02286