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Scholars Hub of the Academia Sinica
Research Outputs
Browsing by Author
Bielecki, Tomasz R.
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Issue Date
Title
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2003
Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates
Bielecki, Tomasz R.; Pliska, Stanley R.; Sheu, Shuenn-Jyi
SIAM J. Control Optim. 44(5), 1811-1843
