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Published Articles with Keyword: Legendre transform
- Title: Portfolio Optimization with Random Liability in the Stochastic Interest Rate Environments
Authors: Hao Chang, Wei Wei
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Published in WSEAS Transactions on Systems and Control, Volume 10, 2015 - Title: Optimal Investment Problem with Taxes, Dividends and Transaction Costs under the Constant Elasticity of Variance (CEV) Model
Authors: Danping Li, Ximin Rong, Hui Zhao
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Published in WSEAS Transactions on Mathematics, Volume 12, 2013