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International Journal of Systems Science Volume 43, 2012 - Issue 4
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Original Articles

Continuous-time safety-first portfolio selection with jump-diffusion processes

Wei Yan Research Institute of Petroleum Exploration and Development, PetroChina, Beijing 100083, ChinaCorrespondence[email protected]
Pages 622-628 | Received 09 Nov 2009, Accepted 10 Feb 2010, Published online: 14 Sep 2010

References

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