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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 82, 2010 - Issue 1: Special issue on Filtering and Stochastic Control
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Original Articles

A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets

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Pages 3-23 | Received 26 Nov 2007, Accepted 22 Aug 2008, Published online: 16 Feb 2010

References

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