分享一篇文章Stochastic Control Theory for Optimal Investment

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Stochastic Control Theory for Optimal Investment
Maritina T. Castillo
School of Actuarial Studies
Faculty of Commerce and Economics
University of New South Wales
E-mail: tina.castillo@unsw.edu.au
and
Gilbert Parrocha
Department of Mathematics
University of the Philippines
E-mail: gilbert@math.upd.edu.ph

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关键词：Investment Stochastic investmen Stochast optimal Theory Investment Stochastic optimal control