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Published Articles with Keyword: stochastic optimal control
- Title: Optimal Investment and Risk Management for Open-Ended Funds Under Heston’s SV Model
Authors: Zanyong Huang, Ximin Rong
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Utility Portfolio Optimization with Liability and Multiple Risky Assets under the Extended CIR Model
Authors: Hao Chang, Ji-Mei Lu
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Published in WSEAS Transactions on Systems and Control, Volume 9, 2014