M. Alghalith, “A New Stochastic Factor Model: General Ex-plicit Solutions,” Applied Mathematics Letters, Vol. 22, No. 12, 2009, pp. 1852-1854. doi:10.1016/j.aml.2009.07.011
has been cited by the following article:
TITLE: Optimal Portfolio Control with Unknown Horizon
AUTHORS: Moawia Alghalith
KEYWORDS: Portfolio; Investment; Random Horizon; Stochastic
JOURNAL NAME: Journal of Mathematical Finance, Vol.2 No.1, February 28, 2012
ABSTRACT: In this paper, we relax the assumption of a known time horizon in optimal control models.
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